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Bohr Portfolio

 
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Last Post by Lowell Herr 5 years ago
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 Lowell Herr
(@lowell)
Noble Member Admin Registered
Joined: 13 years ago
Posts: 712
Topic starter January 9, 2021 10:10 AM  

Since the Bohr portfolio is undergoing a major change, I am interested in how it is performing based on the underlying risk.  I've attached a file of the five Risk Ratios and if you are able access the file you will see that Jensen's Alpha is now generating a positive slope.

The idea behind the Bohr is to sell nothing, but to keep the asset classes in balance.  Dividends will be used to maintain the asset allocation balance.

I wanted to be able to include the Risk Ratio screenshot, but this Forum section of the blog does not permit including slides within the text.  If you cannot access the file, it will be available when the Bohr is next reviewed.

Lowell

PS  Physical distance, wear a mask, and wash your hands regularly.  Stay safe as we should be out of this pandemic by this time next year.

 

Attachment :  2021-01-09_8-59-56.png



   
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