The Hawking Portfolio is a portfolio of Funds with diversification through “growth” objectives and “income” objectives. Let’s check on recent performance: where we see a relatively smooth equity curve with the portfolio nicely outperforming its VTTVX benchmark. So, let’s first check on the “growth” portion of the portfolio whose quiver is made up from 40 […]
Dirac Portfolio Review – 31 August 2020
I’m reviewing the Dirac Portfolio mid-day today so as to avoid severe overload of information as End-Of-Month (EOM) reviews become due. We’ll start with a quick look at the Dirac Portfolio quiver that is comprised of 40 stocks (rather than ETFs) that are considered for inclusion in the portfolio: At the present time the portfolio […]
Rutherford Portfolio Review (Tranche 1) – 21 August 2020
This week we focus on possible adjustments that might be made in Tranche 1 of the Rutherford Portfolio. As usual, a quick look at recent performance: where we see continued growth in portfolio value ahead of our benchmark VTTVX Fund. We next check on current holdings: where we see that Tranche 1 is holding positions […]
Five Variables That Impact Portfolio Performance
I’ve been grappling over why the performance of different portfolios varies so widely. In this post I’m identifying several variables that I think contribute to performance differences. While this is not exhaustive list, it focuses on several variables we as money managers have some control. If one digs back to some of the academic research, […]
Dirac Portfolio Review – 31 July 2020
The Dirac is the most aggressive portfolio reviewed on this site being composed of single stocks rather than ETFs. So, let’s take a look at performance to date: where we see a significant out-performance of our benchmark SPY (S&P 500) Index with the portfolio up over 20% YTD despite the March pullback. Let’s remind ourselves […]
Factor Portfolio Construction: Searching for the “Holy Grail”
Before digging into the construction of this factor-based portfolio, let me recommend an excellent book on the subject. I’ve not found any volume to surpass “Your Complete Guide to Factor-Based Investing” by Andrew L. Berkin and Larry E. Swedroe. Swedroe has an excellent reputation for his analytical skills when it comes to investing and portfolio […]
Rutherford Portfolio Review (Tranche 3) – 26 June 2020
This week we will review the Rutherford Portfolio with a focus on Tranche 3. This analysis can be compared with Lowell’s earlier post (https://itawealth.com/protecting-capital-using-rutherford-example/) using the same quiver of assets. First of all we check on recent performance: where we see the impact of last week’s weakness in the US equity markets. Checking holdings in […]
Alternative Portfolio: The Factor Model
Are you leery about investing your money in one or two ETFs as recommended when using either the Dual Momentum or Swensen models? If so, this sample Factor portfolio goes to the other extreme. Forty (40) ETFs from all the different factors are included in the investment quiver. In this sample I am using a […]
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