In this continuation of the Feynman Portfolio Study I apply the 195-Day EMA (ITARR) filter to the “Classic” re-balanced 50% Equity/50% Bond Portfolio analyzed in Part 4 of the Study. For some Investors there may be some disappointment in the performance of this portfolio with the ITARR filter, but it is characterized by a “reasonable” […]
The Feynman Study: Part 6-1
In Part 6 of the Feynman Portfolio Study we change gears a little and start an analysis of methods for Risk Management. As regular readers of this Blog may have realized, I consider Risk Management to be probably the most important aspect of Investing – irrespective of the Investment style being employed. Not losing money […]
The Feynman Study: Part 5
In Part 5 of the Feynman Portfolio Study I describe a method of “ranking” the assets in the Feynman Portfolio Asset List based on “Momentum”. This results in a measure of the “Relative Strength” of each asset. Platinum members and regular readers of this Blog will be familiar with the spreadsheets used in the analysis […]
The Feynman Study: Part 4 (Continued)
Part 4 Continued In this continuation of the analysis of “Classic” (65%/35%, 50%/50% and 35%/65%) US Equity/US Bond Portfolios selected from the Feynman Asset List, I examine the impact of re-balancing to bring Asset weightings back into line with the Strategic Asset Allocation (SAA) Plan. Since the member Poll was equally divided between using a 10% […]
The Feynman Study: Part 4
In Part 4 of the Feynman Portfolio Study we backtrack a little and take Optimization out of the equation. We also take out some degree of diversification by limiting the Portfolio to the (10) ETFs in the US Equity (6) and US Bond (4) Asset Groups. We analyze the performance of 3 “Classic” portfolios with […]
The Feynman Study: Part 3
In Part 3 of the Feynman Portfolio Study we look at the impact of rebalancing on portfolio performance. Part 2 examined the “Passive” – Buy and Hold – Investment strategy. Part 3 moves on to examine the “Dynamic” – Buy….Don’t Hold, re-balance – strategy. The Hoadley Portfolio Analyzer is used to determine the optimized unleveraged […]
The Feynman Study: Part 2
The second Part of the Feynman Portfolio Study looks at the performance of a fixed (unadjusted) allocation of assets selected from the 18 candidate ETF’s defined in Part 1 of the Study. This Part of the Study starts us off where Lowell first started this Blog – looking at the benefits of diversification and “Passive” […]
The Feynman Study: Part 1
This first Part of the Study identifies the 10 Asset Groups and 18 individual EFTs that comprise the Feynman Portfolio and looks at the general market behavior, as defined by the Vanguard Total Stock Market Fund (VTSMX), over the 6 year period from 06/29/2007 to 06/30/2013. The VTSMX will be used as the reference, or […]