2022 Draw-Down: First Six Months - Portfolio Management https://itawealth.com/community/portfolio-management/2022-draw-down-first-six-months/ ITA Wealth Management Discussion Board en-US Sun, 14 Jun 2026 22:27:48 +0000 wpForo 60 RE: 2022 Draw-Down: First Six Months https://itawealth.com/community/portfolio-management/2022-draw-down-first-six-months/#post-735 Sat, 16 Jul 2022 11:36:21 +0000 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

 

]]> Portfolio Management Lowell Herr https://itawealth.com/community/portfolio-management/2022-draw-down-first-six-months/#post-735 RE: 2022 Draw-Down: First Six Months https://itawealth.com/community/portfolio-management/2022-draw-down-first-six-months/#post-734 Fri, 15 Jul 2022 23:56:31 +0000 These are interesting, in that portfoliovisualizer shows the dual momentum only down about 6% for the first half of 2022.

 

]]> Portfolio Management paul peterson https://itawealth.com/community/portfolio-management/2022-draw-down-first-six-months/#post-734 RE: 2022 Draw-Down: First Six Months https://itawealth.com/community/portfolio-management/2022-draw-down-first-six-months/#post-723 Mon, 04 Jul 2022 22:21:33 +0000 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

]]> Portfolio Management Lowell Herr https://itawealth.com/community/portfolio-management/2022-draw-down-first-six-months/#post-723 2022 Draw-Down: First Six Months https://itawealth.com/community/portfolio-management/2022-draw-down-first-six-months/#post-722 Mon, 04 Jul 2022 22:17:24 +0000 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

]]> Portfolio Management Lowell Herr https://itawealth.com/community/portfolio-management/2022-draw-down-first-six-months/#post-722