100 Level

QPP Analysis of Swensen-Faber Merged Portfolio

Merging ideas from the "Swensen Six" and "Faber Ten" portfolios has the potential to generate a wide array of asset allocation plans.  In the following example I am sticking with the general percentages allocated to the broad asset classes, as recommended by David Swensen, but you will see that I am adding asset classes as suggested in the "Faber Ten" portfolio. … [Read More...]

Risk Defined

Portfolio Risk Risk is a messy word as it carries so many different meanings in the investing world.  In the most general sense, it means we don't know what is going to happen.  Here are several specific meanings of the term.  We will begin by defining "systematic" and "specific" risk. 1.  "Systematic" risk is risk we cannot avoid if we seek returns higher than the interest rates from a money … [Read More...]

300 Level

Portfolio Monitoring – Kepler Portfolio – 6 June 2011

Kepler Portfolio Monitoring Asset Allocation is one of our guiding principles, and it is modeled properly in the Dashboard of the Kepler Portfolio.  To get to this point I did need to allocate 1% point to cash and reduce Large-Cap Blend by one percentage point.  I am still using a 25% threshold with this portfolio as the total portfolio value is modest.  Nevertheless, this is the … [Read More...]

Growth: Portfolio #5

Moving one step closer to increasing the projected return, this post is about the Growth Portfolio, number 5 out of 6 in this series.  Bond and income is reduced to 16% in this portfolio so it is definitely tilting toward the aggressive side of investing.  Two ETFs, BND and IEF are eliminated from this portfolio as we will concentrate our income holdings in TIP and TLT. Platinum … [Read More...]

200 Level

Portfolio Performance: 30 September 2011

Third Quarter Portfolio Performance Results* Finally - the bum third quarter is finished.  Done and over!  Every portfolio gave some ground to the Internal Rate of Return (IRR) calculation.  Rare is the portfolio that performed well during the recent volatile market.  In the table below, the figures are a little lower than the actual values as I have yet to enter any third … [Read More...]

Bohr Portfolio Review: Reworked Asset Allocation Plan

With developed international and emerging markets still priced below their 195-Day EMA, I took the opportunity to rework the asset allocation plan of the Bohr and move it a little more toward the "Swensen Six."  This required an increase in the bond-income asset class and reduce exposure to U.S. Equities.  Below is the revised Strategic Asset Allocation plan.  This move … [Read More...]

400 Level

Preparing For Kepler Review

In a few days the Kepler Portfolio comes up for review, so here is the preparation material.  I'll walk readers through the Efficient Frontier, Ranking, and Buy-Hold-Sell (BHS) recommendations. Efficient Frontier:  The Kepler requires some adjustments before the current allocation is fully optimized.  What to do is shown in a later screenshot.  Holdings such as TIP are not improving the … [Read More...]

Bullish Percent Indicator Update: 19 October 2012

Despite the poor market yesterday, not too much changed in the Bullish Percent Indicator world.  As Platinum members can see from the tables below, many of the sectors and/or indexes dipped in the number of companies showing positive BPI values (X's in the right-hand column), but few handed the ball over to the defense. … [Read More...]