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You are here: Home / Archives for Risk Management

How Risky is Your Portfolio? – Another Perspective

May 11, 2021 By HedgeHunter

Last week, Lowell posted a blog asking the question “How Risky is Your Portfolio?”  and reminded us that portfolio returns are a function of the expected returns from the assets in our “quiver” and the risk associated with these assets as represented by their volatility. I thought

Filed Under: Critical Material, Risk Management Tagged With: Critical Material, Risk Management

How Risky Is Your Portfolio? May 2021

May 4, 2021 By Lowell Herr

Portfolio risk is a subject I’ve written about in prior blog posts.  It is particularly important now that U.S. Equities are hovering around all time highs and we are entering the summer months when the stock market tends to generate

Filed Under: Risk Management Tagged With: Risk Management

“Markowitz” Projections During Great Recession

July 10, 2014 By Lowell Herr

Readers who have been following the discussion on future return projections will find the following information of interest.  Using the Hoadley “Efficient Frontier” software, I set out to see what the optimal projections would be for three different time periods.  In each case I selected two years of historical data

Filed Under: Risk Management Tagged With: Risk Management

ITARR: How To Reduce Losses

April 15, 2014 By Lowell Herr

Zion National Park On page 167 of Mebane T. Faber and Eric W. Richardson’s book, “The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets” we read, “Our research has shown that returns are lower and volatility is higher when asset classes are below

Filed Under: Risk Management Tagged With: Risk Management

ETF Rankings: VEU and IDV Lose Ground

January 22, 2014 By Lowell Herr

Two international ETFs lost ground over the last few trading days.  Both VEU and IDV are now performing below SHY as Platinum members can see from the rankings table shown below. ETF Rankings:  Based on the following data we will continue to lower allocations to asset classes such as

Filed Under: Risk Management Tagged With: Risk Management

Risk Parity: A 60/40 Stock/Bond Portfolio Is Not Conservative

January 17, 2014 By Lowell Herr

This blog will make a lot more sense if you are able to capture and read Edward Qian’s article, Risk Parity Allocation.  This blog post is a brief description of how risk is calculated.  This not for the mathematically squeamish, but the concept is not difficult if one can get

Filed Under: Risk Management Tagged With: Risk Management

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