Eye of horse named Gracie.
The Bohr portfolio is slowly coming into balance according to the Asset Allocation plan. This morning I sold all share of VTI as over 85% of the stocks in VTI are also in VOO. The remaining percentage can be found in VO and VB. These last two ETFs include companies not found in either VTI or VOO.
Since inflation is under control, I sold all shares of TIP. That percentage was distributed among the other asset classes.
Bohr Investment Quiver and Security Holdings
Below is the investment quiver and current Bohr holdings. Due to the sale of VTI and TIP there is a large cash position. Limit orders are in place to pick up shares of nearly every other asset class in the portfolio.
Bohr Rebalancing Recommendations
Shares Required show the limit orders in place for the various asset classes. If and when shares are purchased every asset class will be within +/- 0.5%. This is the goal for a portfolio of this size although at times the Out-of-Balance percentage may reach as high as 1%.
Bohr Performance Data
Since 12/31/2021 the Bohr lags the AOR benchmark, but not by much. If the AA model works as expected, we should begin to close the gap. The Risk Ratio data table will show if the trend is positive or negative.
Bohr Risk Ratios
From September to this point in October the Jensen Alpha held steady. We have seen improvement since last summer when the ratio dipped to -5.13 in June.
The Information Ratio is another good tracking metric and there has been positive growth since moving to the AA model. It is still much too early to draw any conclusions so continue to follow the Jensen and Information Ratios as each review takes place.
Returning To Investing Roots: 5 August 2024
Huygens Asset Allocation Portfolio Review: 10 April 2024
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