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 .
Assets
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.
Description*
Trend
Allocation
Position
Investment
Last
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.
Statistic
ePortfolio
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
Year-to-date-4.73%
Month-to-date-1.91%
Today0.17%
* 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 .
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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%.
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Graph: Allocation of ETF holdings per country in % of ePortfolio.

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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.
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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.

Congratulation, you just found the authors control page where different model variables are posted.

Technical
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