As a follow up to the update of the Kenilworth, below is a Quantext Portfolio Planner (QPP) analysis of the current holdings. When running a QPP analysis under the current market conditions, inflation is set at 4.0% and the S&P 500 is assumed to grow at 7.0% over the next six to twelve months. An "ideal" portfolio will see the projected return exceed 8%, projected standard deviation will come in under 15%, and the Diversification Metric will be greater than 40%. We want the Portfolio Autocorrelation to be as low as possible.
October 18, 2011 by