How are you controlling portfolio risk as we enter an uncertain market period due to the coming contentious election and the ever present Covid-19 pandemic? Are you paying attention to the portfolio risk exposure or do you intend to ride out what might be a volatile period for equities? With bonds earnings very low, is […]
Millikan As Example For Risk Controls
Friday is the regularly scheduled day to update the Millikan. This blog post is designed to walk readers through the process of how one controls portfolio risk using the Kipling spreadsheet. Risk management is an essential part of portfolio analysis, particularly in these uncertain economic times. Not all risk controls will be used by all […]
How To Handle Choppy Markets: 12 June 2020
Yesterday was another equity shattering market. How do we handle such markets, particularly in light of the gray and uncertain future ahead? Covid-19 is raising its ugly head throughout the western states and it is not going to abate for at least another year. Which model makes sense and what are the different Dual Momentum […]
Sortino Ratio For Franklin Portfolio
This is a follow up to the prior blog post where an example Sortino Ratio calculation is displayed. The reason for selecting the Franklin portfolio is that it holds the shameful position as the poorest performing portfolio. What is the Sortino Ratio of a portfolio that is off to a rocky start? The Franklin is […]
Sortino Ratio Example
If you have been keeping up with the Comments you read Robert Ryan’s desire to include a risk measurement for a portfolio. This blog is designed to show you how this can be accomplished if you have a portfolio tracking program such as the Investment Account Manager (IAM). In a later blog post I’ll take […]
The Curse of Knowledge: Remembering the Importance of Risk
How does one control portfolio risk, assuming this is not a forgotten principle? Return and risk are co-equal branches of portfolio management. Keep in mind it requires a recovery of 100% if there is a loss of 50%. Working risk controls into your portfolio management model becomes even more important as the years remaining for […]
Ernie Stokely Articulates Portfolio Risk Concerns
Black swans have a way of making one keenly aware that one’s risk tolerance may not be aligned with one’s investment philosophy. For me this emerged as I watched my portfolios melt away the 2018 gains made during the tax bill euphoria. I had two main thoughts this week. The first had to do with […]
Hawking Portfolio Hedge for October 2016
With my September hedge Options expiring on Friday and Friday also being the ex-dividend date for SPY (S&P 500 ETF) I decided to open my hedge account for October on Thursday by buying 10 contracts of a $5 wide Put Spread at the 210/205 strikes: This trade was placed at ~3:00 pm on Thursday in […]
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