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You are here: Home / ITA Portfolios / Darwin Portfolio / Darwin Portfolio Review: 18 April 2022

Darwin Portfolio Review: 18 April 2022

April 22, 2022 By HedgeHunter 2 Comments

Darwin Portfolio Review: 18 April 2022 1

Tarps Off! – Sailboats being prepared for launch for the 2022 season.

My apologies for being a little slow with this month’s review of the Darwin Portfolio – I have been a little busy trying to get ready for the spinoff Options group. However, it isn’t too critical since I don’t intend to make any adjustments this month.

The Darwin Portfolio is a small fully-invested portfolio that uses risk parity to determine allocations. Since it is a small portfolio I will probably only make adjustments quarterly unless allocations move significantly out of balance (> 20+% differences).

Darwin Portfolio Review: 18 April 2022 2The above screenshot shows current recommended allocations for the 5 Core holdings. In addition, $10k is allocated to SVXY, the inverse volatility ETF. The portfolio is also slightly leveraged at ~35%.

Performance to date looks like this:

Darwin Portfolio Review: 18 April 2022 3with a negative 7.5% Internal Rate of Return (IRR) since inception.

In stacked area format the performance looks like this:

Darwin Portfolio Review: 18 April 2022 4Although the recommendations vary slightly from current holdings, I shall not be making any adjustments at this time and will continue to hold the positions recommended in last month’s review https://itawealth.com/darwin-portfolio-review-18-march-2022/

David

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

Comments

  1. Lowell Herr says

    April 23, 2022 at 3:46 AM

    David,

    It strikes me as odd to see all but VIX performing above the portfolio sum, yet the portfolio is performing below its individual parts.

    Lowell

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    • HedgeHunter says

      April 23, 2022 at 5:20 AM

      Lowell,

      The scales are different – Value of individual assets uses scale on left vertical axis – Total Portfolio uses scale on right vertical axis.(Top Chart). The jumps in individual asset values reflects the impact of adjustments.

      Stacked chart shows values stacked – left vertical axis (Bottom chart) – Portfolio is leveraged so sum of stacked values is higher than portfolio value since money is borrowed.

      David

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