Questions tagged [portfolio]

Questions relating to the collection of an individual's investments, looked at at a whole.

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1answer
683 views

Should retail investors learn and use the capital asset pricing model (CAPM)?

I heard that the capital asset pricing model (CAPM) is commonly studied by finance students, and can help in controlling risk in stock portfolios. The CAPM looks rather complex as it seems to require ...
0
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1answer
47 views

Portfolio TWR vs MWR

I've been investing and trading a little bit and in my portfolios performance overview I saw TWR (time weighted returns) and MWR (money weighted returns). My MWR is 26.82%, whereas my TWR is -515.00% ...
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0answers
48 views

Portfolio diversification into different currencies

Does it make sense to diversify the portfolio into different currencies if they are in any case correlated with each other or is it not so?
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2answers
154 views

How would the discovery of El Dorado impact the price of gold? [closed]

I have gold in my long-term investment portfolio and I am worried about sudden over-supplies of gold. If a City of Gold (e.g. El Dorado) or the Nazi gold train is discovered in the future, how can I ...
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0answers
69 views

Core-Satellite Portfolio Building Strategy

I recently heard of the Core Satellite investment strategy and found it very interesting and smart. However, I failed to find other comparable portfolio building strategies and subsequently, a ...
0
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2answers
48 views

Selecting lots when rebalancing

I'm about to rebalance my portfolio of ETFs. For the selling part, I have several lots to choose from, and I'm not sure if it matters much which one I pick. All lots have long term capital gains. ...
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0answers
40 views

In what ratio should I buy options to preserve the diversification effect of the underlying stock portfolio?

I want to invest in a certain stock portfolio using long down-and-out barrier options. But I am not sure in what ratio to buy the barrier options to retain the same exposure to the volatility of the ...
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0answers
19 views

displaying portfolio value on the Yahoo home page

How to see a portfolio's overall value displayed on Yahoo's My Portfolio on the Yahoo homepage
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0answers
93 views

What would happen to a typical investment portfolio if the dollar collapses?

Let's say I have an investment portfolio with diversified US stocks and diversified US bonds. How would a dollar collapse affect this portfolio? And which component of the portfolio is less likely ...
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2answers
68 views

Do I have to reallocate all my funds every time I optimize my portfolio or is it only for new funds?

I've developed a code to optimize the new money coming into my etoro portfolio. However, I do not reallocate the funds that are already there. Should I? Context: I'm young and starting to earn a ...
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1answer
57 views

Is dynamic hedging a combination of writing covered calls and long puts?

Trying to figure out a simplified dynamic hedging strategy without getting into too much math. Based on Antifragile by NN Taleb, it appears an antifragile portfolio could be constructed with short ...
0
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1answer
30 views

Testing the CAPM using the Fama-MacBeth (1973) Approach

I need to conduct the Fama-MacBeth (FM) procedure for my thesis to test the ability of the Fama-French (2015) and Carhart (1997) six-factor model to predict future expected returns. In univariate ...
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1answer
26 views

Public filing of investment fund portfolios - US Funds

I follow several investment funds. For some European ones, I can go to the public authority and see their quarterly filings with a detailed composition of the portfolio. For the US, where could I ...
1
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1answer
99 views

How to calculate annualized rate of return over multiple transactions

The annual rate of return on an investment can be calculated as And the top response to this question suggests that the return on a portfolio of such purchases is simply the weighted average of ...
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3answers
158 views

The best way to build a long/short portfolio

For several mutual funds, I have their performance (in %) as well as their TNA (in bn) on a monthly basis (months 1 to 193). Thanks to a previous step, I know for each fund, each month, whether I ...
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1answer
38 views

Calculation of YTD return in case of portfolio rebalance

I want to calculate a couple of metrics for portfolio. However, only examples I can find over the internet do not cover portfolio rebalances. Suppose the following scenario: Jan 1st, buy portfolio ...
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2answers
88 views

Portfolio Historical Performance [closed]

Suppose I have a portfolio of ETFs and I want to calculate its performance over time in the past. Which metric/formulae suits it best? Which of the parameters will vary over time in this formulae? Do ...
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3answers
142 views

Advice: Diversify my retirement investments with a Roth IRA

I am new to investing, and also late to the game (34 yrs old), so I'm trying to make the most financially intelligent decisions I can. I'm starting a Roth IRA at the moment, and funding it with this ...
1
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2answers
48 views

Find net cumulative return from my Investment Report for a 3 month period

I have an Investment Report for a 3 month period that shows me: Number of Shares, Book Cost, Market Price, Market Value, Est Income, Est Yiels, Total Value % How do I work out the cumulative return ...
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0answers
38 views

How to calculate portfolio return and compare it with benchmark?

I want to ask how to calculate return on my portfolio and how can I compare it with benchmark index I invested 34500 on 19 dec 2019. Then I added further 25000 on 19 march 2020 out of 25000 I used ...
2
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0answers
48 views

Tail hedging with cash

Vineer Bhansali in his book Tail Risk Hedging makes some claims regarding portfolio protection: For losses of 0% to -5%, just diversification For losses of -5% to -15%, alternative betas (momentum) ...
2
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2answers
82 views

Which numbers do I include in XIRR?

I would just like some clarification on measuring returns on my portfolio. I have invested in approximately 25 shares over a period of two years. The investments I make are irregular and so I believe ...
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1answer
64 views

Which software is suitable to track my investment portolio [closed]

Nowadays I am using google spreadsheet to track my portfolio. Is there some better software for this? Another problem is that some parts of my portfolio are highly volatile (but I want to keep those ...
1
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1answer
98 views

Why does my portfolio trend in the opposite direction from the Nifty Index?

I have a set of stocks in my portfolio (some are part of Nifty Index, mix of large/mid/small cap), but I observed that most of the times when the Index surges, my portfolio drops on that particular ...
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3answers
132 views

What are the implications for Telecom stocks if they are trust-busted and treated as utilities?

There has been some talk among recently Presidential Candidates about how they would like to break up the Oligopolies of telecom providers in the United States if they are elected in 2020. Let's say ...
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2answers
61 views

tracking a portfolio's annualized return

I’ve created a spreadsheet that analyzes the total return of my portfolio in various ways. Among the metrics: A graph that tracks the annualized rate of return. For example a year ago the portfolio ...
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1answer
70 views

Clarification about the definition of 'defensive portfolio' in the book 'The Intelligent Investor'

The book 'The Intelligent Investor' defines 'defensive portfolio' as one that holds, at least, 50% of bonds and 50% of stocks, being it more defensive as the proportion of bonds increases. However, (...
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0answers
55 views

Master thesis : Comparison of green bonds certifications

I am currently thinking about the master thesis I'll need to write in order to obtain my degree. One interesting subject could be the certification of green bonds. Indeed, In order to guarantee ...
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2answers
86 views

Online portfolio return calculator [closed]

Is there a online calculator where I can punch in ETFs that I want in my portfolio and it shows the return over time? I want to add GLD, VOO, VGT to see what my return would have been and then ...
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2answers
180 views

Building an All Weather portfolio

Starting an All Weather portfolio today seems hard since bonds are so low and stock multiples are very high. Do you simply just start by buying the parts that are cheap currently, like emerging ...
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1answer
67 views

Single period immunization, rebalancing

While reading about Bond portfolio management I came across maturity matching and single period immunization. Which If I understand correctly is if the holding period of a bond is its maturity then ...
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3answers
254 views

Why long-term bonds, not short-term? Stock market conditions are weak, interest rates decrease, real estate conditions are unfavourable

Gill, Madura. Personal Finance, 4th Canadian Edition 2019. p 323. Your current investment portfolio is equally diversified across stocks, bonds, and real estate. You have decided to ...
2
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1answer
339 views

How would I have a portfolio with a security of a weight greater than 1?

I recently started learning about finance and we talked about Markowitz Portfolio Theory. I understand that a portfolio consists of different assets, each of them with a certain weight. So, for ...
1
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1answer
173 views

How can I find ETFs whose portfolio intersects as much as possible with another ETF? [closed]

I want to find alternatives to an ETF. How can I find ETFs whose portfolio intersects as much as possible with this ETF?
40
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3answers
13k views

Why not invest in precious metals? [closed]

I have been considering a mix of precious metals in my portfolio; mostly gold, but also some silver, platinum, and palladium. I'd like to hear some arguments why this would be a bad idea given ...
2
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1answer
62 views

How can I view a portfolio's historical performance? [closed]

I have a premium Morningstar subscription. It provides a wealth of information and is mostly enough for my information needs. I'm able to create portfolios and watchlists, and watch their performance ...
-1
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1answer
56 views

Can we get the portfolio size approximation from P&L [closed]

Im wondering if we can get the portfolio size approximation, if we have the volatility and -/+ pnl of the portfolio ? Is there a method or a formula ? Thank you
0
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1answer
57 views

How are percentage of investments decided in index fund like VTSAX?

I see that Portfolio composition - has about 20% technology, 19% financials etc - and there is similar composition for companies. This is a general question for index funds - specific example for ...
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1answer
318 views

Building an index tracking portfolio

I want to track an index for my savings, but I wasn't able to find in my country (Argentina, if it matters) an Index Fund that's cheap, has a low tracking error and that I can expect won't be ...
1
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1answer
47 views

How to calculate return on capital for calendar year?

For an options portfolio, I'd like to calculate return on capital from Jan to Dec. These are monthly options that are held for a few days to months. There's a couple of problems with trying to ...
1
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2answers
157 views

Risk management strategies for ETF portfolio

I have an ETF portfolio (MSCI World, Euro Stoxx 600) and I'm following a "buy and hold" strategy. But I would also like to learn more about risk management strategies. More precisely, I'd like to ...
0
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1answer
64 views

Which portfolio model will you suggest to a private investor for investing pension asset? [closed]

I am a private investor and I wish to invest my (some of) pension myself in stocks, ETFs and bonds. I want to implement at model myself. Which quantitive portfolio optimization model will you suggest ...
4
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3answers
175 views

Are buying puts valid portfolio protection?

Any article you read on buying puts for downside protection always walks through the optimal outcome. It goes like this: You buy cheap puts, the market declines before your puts expire and you have a ...
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2answers
92 views

Math for Portfolio Value Net of Fees

I'm looking to do a pretty basic Finance 101-type calculation to compare final portfolio values given varying fees. Let's say I start with a $50,000 portfolio. It's invested in a fund that returns 7%...
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1answer
155 views

Portfolio questions

I am constructing a portfolio and considering a number of different security classes: Stocks, commodities, ETFs, currencies and bonds. In order to decide which securities to include in my Portfolio ...
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1answer
163 views

CAT & ILS Bonds/funds [closed]

I'm constructing an portfolio with the objective to diversify as much as possible. I would like to include securities that are uncorrelated with the financial markets. The last few days I've been ...
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0answers
36 views

How to calculate the expected standard deviation of a weighted composite portfolio?

So my questions asks me to determine the expected standard deviation for a weighted composite portfolio, but I have no idea what equation to begin with. I have answered A, but B I am lost. Here is ...
8
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3answers
370 views

Is there anything wrong with having a portfolio consisting of a single fund?

Aside from cash reserves, the entire portfolio is in a Vanguard mutual fund that has a good split between domestic stocks and bonds. The split is at the target ratio the investor is looking for. Is ...
26
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8answers
5k views

Fee-only financial advice vs. asset management (which includes advice)?

My wife and I are looking for a financial advisor. I am 52 and she is 48. We have a million plus in assets, with most of that in 401k... about 500,000 in a brokerage account. We have found a ...
2
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2answers
488 views

TRUE OR FALSE: As the number of assets in a portfolio increases,the variance tends towards the average s.d of the assets

TRUE OR FALSE: As the number of assets in a portfolio increases, the variance of the portfolio returns will tend towards the average standard deviation of the assets of the portfolio. And why? I said ...