Einstein Sector BPI Portfolio Review: 3 November 2023

Norwegian Sun Cruise Ship Docked in Astoria, Oregon

If you missed my Comment attached to the most recent BPI post, reference it now as there are a few BPI data changes due to the positive market movement over the past few days.  This review of the Einstein will reflect these changes.  The current portfolio is well position for market activity over the next few months.

Einstein Holdings

A significant amount of available cash was reinvested over the past few weeks or since the Einstein was last updated.  Six of the eleven sectors are still oversold and those tickers are:  VCR, VDC, VHT, VAW, VNQ, and VOX.  Return tomorrow for the latest BPI data as it might change again.

If you run your eyes from the 3rd column from the left over to the last column on the right you can compare the recommended percentages with the actual percentage.  The sector most under weighted is VNQ and there is a limit order in place to purchase more shares.  I could add another five (5) shares to VOX.

Einstein Manual Risk Adjustments

A limit order for 100 shares of VNQ is in place.  Otherwise the Einstein is ready to roll over the next few months unless more changes show up in the BPI data.  Look for a new BPI post tomorrow.

Einstein Performance Data

Due to lagging performance over the past 22 months the Einstein was moved to the Sector BPI Plus investing model.  Now we patiently wait for the sector ETFs to do their work.

As readers can see, the annualized Internal Rate of Return (IRR) for the Einstein lags all six potential benchmarks.

Einstein Risk Ratios

Since last January the Einstein has not managed to turn in one positive Jensen Alpha.  This is another motivation for making a change in the investing model.

For new readers, when viewing this risk table, pay most attention to the Jensen, Information Ratio, and Sortino Ratio.  These three are the most important metrics to follow.  The slope of the Jensen Performance Index is also important as it shows the Jensen trend over the past year.

Keep in mind that the Einstein is new to the Sector BPI investing model so we need a lot more data to make any significant judgments.

Here are links to other Sector BPI portfolios.

Franklin Portfolio Review: 21 July 2023

Millikan Sector BPI Update: 20 July 2023

Gauss Portfolio Update: 19 March 2023