The Darwin Portfolio is a relatively inert portfolio in that all assets in the portfolio quiver are held continuously (Buy-and-Hold) in allocations designed to keep the risk from each asset at defined levels as calculated from volatility measurements over time. Throughout most of 2022 I had this risk level set to a rather high level […]
Darwin Portfolio Review: 2 December 2022
Last week I took an early look at the Darwin Portfolio and, while I don’t like to change too many parameters for these reviews (so as to provide a reasonable example of performance that might be expected from use of the various models used), I decided that the setup was probably too aggressive – even […]
Darwin Portfolio Review: 4 November 2022
The Darwin Portfolio is a “Buy-and Hold with periodic rebalancing” portfolio based on the Ray Dalio/Bridgewater Associates investment model. Performance of this portfolio since inception (possibly bad timing) is shown below: or, in “stacked” format: Based on current prices the recommended/calculated holdings are shown below: The only significant differences (from current holdings) are in VNQ […]
Darwin Portfolio Review: 7 October 2022
The Darwin Portfolio is a “Buy-And-Hold” Portfolio, adjusted occasionally (~quarterly), for risk parity. Performance since inception has been poor: or, in stacked format: At present the portfolio is holding 9 shares in VTI, 18 shares in VSS, 20 shares in VNQ, 15 shares in TLT and 17 shares in GLD. For diversification the portfolio also […]
Darwin Portfolio Review: 9 September 2022
Although I check this portfolio more frequently it is my intention to refrain from making adjustments more frequently than quarterly unless recommended (risk parity) holdings get significantly out of line. Current calculations show the following recommended holdings: and current holdings are VTI/9, VSS/18, VNQ/20, TLT/15, GLD/17. These are close enough and I don’t want to […]
Darwin Portfolio Review: 17 July 2022
The Darwin Portfolio is a “Core” portfolio of fixed assets that is only adjusted when holdings move out of range by more than 20% of the calculated risk-parity allocations. Current calculated allocations, based on a very aggressive 10% volatility target and allowing 25% leverage, look like this: While current holdings differ slightly (by 1 or […]
Darwin Portfolio Review: 17 June 2022
The Darwin is a “Core” portfolio of five assets that is adjusted periodically to maintain risk parity as asset volatilities change. This is supplemented by a 10% position in a volatility ETF for a little diversification. The portfolio is also leveraged ~35%. Current performance since inception last year looks like this: or, in “stacked” format: […]
Darwin Portfolio Review: 20 May 2022
The Darwin Portfolio is a “Core” portfolio that uses risk parity allocation to weight holdings in the portfolio. An aggressive 10% volatility is used to calculate the weightings and 25% leverage is allowed. A volatility fund is used to add a little more diversification to the portfolio – although this is not included in the […]
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