The Darwin Portfolio is an “all-weather” portfolio that it adjusted, as necessary, on the basis of risk parity. Performance to date looks like this:
0r, in stacked format:
The discontinuities in the graphs correspond to allocation adjustments.
Despite the weakness over the past few days, Internal Rate of Return (IRR) is still standing at 14.9%:
Running the current performance calculations we can see the differences in current holdings and suggested allocations:
Although the differences are small, since there have been no adjustments for ~3 months I will rebalance as follows:
- Buy 2 shares VTI
- Buy 3 shares VNQ
- Sell 2 shares TLT
- Buy 2 shares GLD
Since the difference for VSS is only 1 share I will leave that position as-is.
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