[Sticky] 2022 Draw-Down: First Six Months
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
Robo Advisor Portfolio (Reference Portfolio)
Relative Strength or Relative Momentum Portfolios
Carson BHS: -20.4%
Carson HA: -25.1%
Carson LRPC: -17.6%
One portfolio (Pauling) under-performed the S&P 500. Six portfolios out of 16 under-performed the AOR benchmark.
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.
These are interesting, in that portfoliovisualizer shows the dual momentum only down about 6% for the first half of 2022.
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.