ITA Wealth Management

  • Home
  • Blog
  • Guest Registration
  • Lifetime Member
  • Forum
  • Reset Password
  • Contact Me
  • About Me
You are here: Home / ITA Portfolios / Darwin Portfolio / Darwin Portfolio Review: 17 June 2022

Darwin Portfolio Review: 17 June 2022

June 19, 2022 By HedgeHunter Leave a Comment

Darwin Portfolio Review: 17 June 2022 1

Mozart monument on Mozart square in Salzburg.

The Darwin is a “Core” portfolio of  five assets that is adjusted periodically to maintain risk parity as asset volatilities change. This is supplemented by a 10% position in a volatility ETF for a little diversification. The portfolio is also leveraged ~35%.

Current performance since inception last year looks like this:

Darwin Portfolio Review: 17 June 2022 2or, in “stacked” format:

Darwin Portfolio Review: 17 June 2022 3Analysis of current volatilities results in the following recommended holdings:

Darwin Portfolio Review: 17 June 2022 4Since these do not deviate more than ~20% from current holdings I will not be making any adjustments this month.

Current performance is not looking good:

Darwin Portfolio Review: 17 June 2022 5with the portfolio showing a -23.4% IRR since inception ~12 months ago. However, this is pretty much in line with a Buy-And-Hold portfolio of US equities leveraged to the same level – so we’ll see how this performs as we go forward – hopefully things will look better in 12 months time 🙂

David

(Visited 55 times, 1 visits today)
facebookShare on Facebook
TwitterTweet
FollowFollow us
PinterestSave

Filed Under: Darwin Portfolio, Portfolio Management, Portfolio Performance Tagged With: Darwin Portfolio, Portfolio Management, Portfolio Performance

Leave a Reply Cancel reply

You must be logged in to post a comment.

Popular Posts

  • Hawking Portfolio Review – 1 April 2022
  • Investment Policy Statement: February 2022
  • How To Handle This Selloff: 18 May 2022
  • Rutherford Portfolio Review (Tranche 1): 8 April 2022
  • 2022 Guidelines for Relative Strength Portfolios
  • Kepler Portfolio Review: 15 March 2022
  • Hawking Portfolio Review – 1 March 2022
  • Schrodinger Portfolio Review: 4 February 2022
  • Using Volatility as a Diversifier and a Portfolio Hedge
  • Schrodinger Portfolio Review: 10 March 2022

General Investment News

Portfolios coming up for review are:  Huygens, Galileo, Carson Trio, and Einstein.  Non-scheduled portfolios may be reviewed.  If you are a new user, check the posts you missed. Links to Random Posts are found in the lower right-hand footer or just to the right of what you are now reading.  Most popular posts are found in the lower left-hand footer.

Check the Forum for more detailed information.  If you wish to begin a financial discussion, use the Forum.

Contact me at itawealth@comcast.net if interested in a Lifetime Membership.  Long-time Platinum members are now Lifetime members and this blog is free to all who signup as a Guest.  A few blogs are reserved for Lifetime members.

Random Posts

  • Five Habits of People In Debt
  • Over-Valued Market: Four Critical Indicators
  • Why I Use Index ETFs
  • Bohr Portfolio Review: 22 October 2021
  • Portfolio Management In A Volatile and Bearish Market
  • The Elements of Investing: Part II
  • Rutherford Portfolio Review (Tranche 4): 29 April 2022
  • McClintock Portfolio Review: 10 June 2022
  • Advisors Do Not Add Alpha
  • Schrodinger Portfolio Review: 13 May 2022
  • Millikan Update: 13 January 2021

Log in | Website Design by BOING