Christmas decorations in Wait Park – Canby, Oregon.
Sending all readers a Merry Christmas. This will be a slow week for blog writing as only Kepler and Millikan are scheduled for reviews. This update of the Bohr portfolio will not show much action other than a limit order was struck to sell shares of VEA. I plan to rebuild VEA, but only if the prices drop further.
Bohr Asset Allocation Portfolio
Most asset classes for the Bohr are slowly moving toward the target percentages. Even with nearly 25% of the portfolio in cash, I’m not in a big hurry to buy into this uncertain market. Limit orders are set well below current prices so it may well be months before the asset classes are in balance.
Bohr Rebalancing Recommendations
I have limit orders set for eight different ETFs. When this portfolio next comes up for review we will have a new president. It is difficult to predict how the new administration will impact U.S. Equities and the bond market.
Bohr Performance Data
Since 12/31/2021 the Bohr continues to lag the AOR benchmark and is way behind the S&P 500. To keep pace with the S&P 500 one needs to follow the model laid out in the Copernicus portfolio.
Bohr Risk Ratios
Over the past year the slope of the Jensen Alpha is showing promise, but the Bohr has only been using the Asset Allocation model since April of this year. This is much too short a period to draw any conclusions.
When analyzing the Risk Ratios, pay most attention to the Jensen and Information Ratios.
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