ePortfolio is a hypotethical portfolio for an initial investment of USD 100’000 at beginning of my journey on august 1st 2013. The real investment is a multiple of it containing 100% of my pension funds.

Asset AllocationePortfolioAnalysisRisk ReportDiversificationCostRelative PerformanceHist. allocation .
Asset classes
Graph: Equity = Stock markets (plus half of real estate and junk bonds), Bonds = Credit and intrest rates risk (plus 1/2 inflation), Real Assets = Real estate, inflation-linked bonds, commodities and gold.
Change %**
Dailly P&L ***
Monthly P&L
US Stocksbearish#N/A#N/A
Developed Market Stocksbearish#N/A#N/A
Emerging Market Stocksbearish#N/A#N/A
Dividend Select Stocksbearish#N/A103.4729.84%
Smallcap Value Stocksbearish#N/A#N/A
High Yield Bondsbearish#N/A#N/A
High Grade Bondsbullish#N/A585,787107.98-16.77%
US 30 year Treasuriesbullish#N/A403,883105.06-37.97%
International Bondsbullish#N/A53624,19648.85-14.45%
US 7-10 year Treasuriesbullish#N/A166#N/A
Real Estate Stocksbearish#N/A#N/A
Inflation-linked Treasuriesbullish#N/A27013,15652.73-11.33%
Gold Spotbullish#N/A570#N/A
Diversified Commoditiesbearish#N/A#N/A
*For description of each asset see ETF Universe. ** Percentage change of asset this month. *** Attribution to portfolio.
US Benchmark
Net asset value (NAV)*129,522
Total return29.52%
Number of years6.766.76
Annual return3.90%
Annual risk6.69%5.67%
Maximum drawdown*-19.41%-14.55%
Expense Ratio*0.38%
Sharp Ratio*0.69
* NAV = net asset value of portfolio, Risk = annualized Volatility measured daily, Maximum Drawdown = Maximum decline from the peak in portfolio equity, Expense ratio = Annual total operation expeses of assets under management, Sharp ratio = (portfolio return – risk free rate)/ portfolio standard deviation. It is the industries standard measure for the risk adjusted performance of a strategy .
30-day Risk

Correction Risk

US Equity Risk

US Interest Rate T-Note

Graph: Risk = 30-day risk of Portfolio compared to expected target risk of 5% in %. Correction = Theoretical probability for a portfolio correction. The better the portfolio performance, the higher the risk of a correction. If the realised return is equal to the expected return, then the probability of correction is 50%.
Graph: Allocation of ETF holdings per country in % of ePortfolio.

Graph: Total cost of buying and holding my Portfolio in % of the portfolio value. Be aware that most financial advisors only show the expense ratio and neglect all other additional cost.
Graphs: Difference of Portfolio and US pension fund benchmark performance in %.

Asset allocation over time resulting from the application of six academic principles. During unfavourable market conditions all positions may be closed.

Graphs: Percentage allocation over time to asset classes and single ETF’s. The percentage that is not allocated (white space) is held in cash.

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