Schrodinger Portfolio Update: 2 March 2023

Wasp on Clothespin

To open up March Schrodinger is an appropriate portfolio as it is the easiest to manage.  All one needs to do is save.  The owner of the Schrodinger did just that by adding a few dollars last month which in turn caused Schwab’s Robo Computer to add a few shares to several existing holdings.

I’m back on line after a few harrowing days of trying to figure out why I could only access specific websites.  ITA was not one of them.  The Xfinity modem, only a few weeks old, failed.  I installed a new one this morning and all seems to be working once more.

Schrodinger Portfolio Holdings

Below is the current investment quiver and holdings for the Schrodinger.  This worksheet comes directly from the Kipling spreadsheet.  If one were using the LRPC investing model, all ETFs held in the Schrodinger would be a Buy.

As you can see in the Difference column, the Schwab asset allocation varies significantly from the Kipling LRPC allocations.

Schrodinger Performance Data

Over the past 14 months the Schrodinger outperformed both the AOA and S&P 500 (SPY) benchmarks.  I suspect the Schrodinger will do better than SPY in a poor market as we experienced in 2022, but falter somewhat in a strong market such as we had in 2021.

Schrodinger Risk Ratios

Checking the curves we see the Jensen and Treynor are correlated, but the Treynor is much more volatile.

Over past three months the Jensen Alpha is showing improvement each month.  However, don’t pay too much attention to the current March data as there is insufficient information to draw any conclusions.

Schrodinger Interim Update: 19 October 2022