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 […]

The Darwin Portfolio is a basic “Core” portfolio of five ETFs that are adjusted only occasionally as allocations go out-of-balance based on Risk Parity requirements. Superimposed on this is a holding in volatility-base assets that is designed to act as a hedge in times of high uncertainty. The portfolio is also slightly leveraged at ~35% […]

The Darwin Portfolio is a “Core” Portfolio holding just 5 diversified assets and is only adjusted to maintain risk parity between the assets held. Performance to date looks like this: where we see that only GLD has shown strong performance over the past month. The stacked chart shows the relative allocations to the assets held: […]

The Darwin is a “Core” Portfolio with monthly review/adjustments to account for changes in the volatility/risk associated with the individual assets held in the portfolio.  Construction is simple in that the portfolio holds only five ETFs – VTI (US equities), VSS (Global ex US equities – with emphasis on small-cap), VNQ (US Real Estate), TLT […]

Yesterday was 20 days since the last review of the Darwin Portfolio so positions were adjusted today based on the Risk Parity allocations suggested by the model. Based on yesterday’s closing prices, recommended holdings in the five “Core” assets looked like this: This required the sale of 5 shares of TLT, 3 shares of GLD […]

The Darwin Portfolio is a simple five-ETF core portfolio that is reviewed every twenty (trading) days and risk-adjusted as necessary, based on the volatility of the assets, so as to allocate equal risk contribution to the five ETFs.  The portfolio was opened at the beginning of June and this is the fourth review date. Performance […]