Here is IRR data for the first six months of 2022. This data comes from QuoteMedia and the numbers are from the Investment Account Manager software.
S&P 500: - 34.79% or -34.8%
AOR Benchmark: -27.9%
Dual Momentum Portfolios
Galileo: -25.7%
Franklin: -28.8%
McClintock: -19.42%
Pauling: -43.1%
Robo Advisor Portfolio (Reference Portfolio)
Schrodinger: -28.7%
Buy-Hold-Rebalance Portfolios
Huygens: -22.1%
Bohr: -29.4%
Bethe: -22.9%
Copernicus: -28.0%
Relative Strength or Relative Momentum Portfolios
Carson BHS: -20.4%
Carson HA: -25.1%
Carson LRPC: -17.6%
Einstein: -26.0%
Kepler: -25.2%
Millikan: -21.3%
Gauss: -30.3%
One portfolio (Pauling) under-performed the S&P 500. Six portfolios out of 16 under-performed the AOR benchmark.
Lowell
I need to post an update when all the dividends are recorded for all the portfolios. I don't think this will make too much difference, but it will help a few portfolios.
Lowell
These are interesting, in that portfoliovisualizer shows the dual momentum only down about 6% for the first half of 2022.
Paul,
The percentages I post are annualized so slice the losses in half.
Another difference, I do not use a look-back period of one year for a DM portfolios so this create a difference between what the Portfolio Visualizer generates. Also, my portfolios are "live" whereas PV portfolios are idealized.
Lowell
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