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Questions tagged [portfolio]

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

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How can I calculate the time weghted return?

I have switched frequently between ISA providers and I want to see how much my investments have truly increased. I have a spreadsheet where column 1 is the date I invested a certain amount, column 2 ...
TheAnonymous's user avatar
2 votes
1 answer
405 views

Why can't I upload a portfolio to Yahoo Finance? [closed]

I used to be able to upload a new portfolio to Yahoo Finance by, while logged in, going to https://finance.yahoo.com/portfolios clicking "Import", and submitting a CSV file. But when I do ...
NewSites's user avatar
  • 210
0 votes
3 answers
66 views

Portfolio performance metrics in presence of cashflow [duplicate]

Given an investment portfolio and a ledger of withdrawls and deposits, I'd like to derive a performance metric that would allow me to compare its performance of a stock index. A randomly generated ...
Angstrom's user avatar
  • 101
0 votes
1 answer
191 views

How do you calculate the proportion of shares required to formulate a minimum risk portfolio?

An investor has decided to invest 1 million in the shares of two companies, company E and company B. the projections of returns from the shares of the two companies along with their probabilities is ...
symon 's user avatar
  • 11
0 votes
0 answers
31 views

Parametric estimation of the portfolio var

I have a portfolio that consists of multiple positions. I have historical prices for these positions. So I can estimate the var of the portfolio: portfolio_var = sqrt(Weights_T x Returns_Covariance x ...
Grigory Sharkov's user avatar
4 votes
1 answer
735 views

Does a portfolio of low beta stocks, small stocks or value stocks still outperform the market?

I am new to investing. Currently I'm trying to read about it as much as possible. There is one question that bothers me quite much that I cannot find an answer to, so I decided to ask here. There is a ...
yaskovdev's user avatar
  • 161
0 votes
1 answer
81 views

confusion about gamma and gamma portfolios

Generally, a long gamma portfolio will make money when the underlying: (a) out-realizes the historical volatility (measured close to close) (b) out-realizes the implied volatility (more than making ...
APerson's user avatar
  • 89
0 votes
3 answers
131 views

risks when using diversification with leveraged ETFs

Assume I am constructing a portfolio picking N sectors and investing in them. They, on average, it will generate an average return and I will be diversified well if N is large. The next step I could ...
Medan's user avatar
  • 553
6 votes
4 answers
2k views

What is the point of portfolio diversification?

I am looking for intuition here. I understand that diversification decreases the variance of the portfolio. However, what I am confused is that it also effectively decreases the return. Assume I have ...
Medan's user avatar
  • 553
4 votes
1 answer
190 views

How to calculate portfolio performance without tracking each individual transaction

How does one go about calculating the performance of a portfolio when the portfolio is robo-managed and rebalances often, therefore making tracking every transaction and exact holdings over time a ...
Hilikus's user avatar
  • 143
0 votes
2 answers
136 views

How to understand this investment portfolio list?

I have a table with the colunmns ISIN, Asset Class, Description, Nominal/Quantity, Market Value CHF. I would like to check how much is invested in a specific company, let's say Boeing. How do I find ...
Nobody's user avatar
  • 822
1 vote
3 answers
487 views

Investing in one single global index fund or seperate S&P500 and global Ex-US funds

I am looking to begin passive investing in ETFs. In my own research so far I come across the advice that it can be a good passive strategy to invest in some index fund like a Vanguards S&P500, ...
Blargian's user avatar
  • 123
0 votes
0 answers
116 views

Finance: replicating portfolio for a European option

The replicating portfolio for a European call option involves a long position in A , while the replicating portfolio for a European put option involves a short position in A . Can you explain why this ...
user121678's user avatar
0 votes
1 answer
826 views

Does it make sense to own QQQ and IVV together?

I made a quick table comparison of SCHD, QQQ and IVV, divided by sectors and SCHD and IVV are substantially overlapping. QQQ is much more IT focused, so my question is: does it make sense to own two ...
Lorenzo's user avatar
  • 255
1 vote
5 answers
401 views

What type of shares do you sell - the good ones or bad ones?

This may sound like a n00b question, but I've never seen any guidance on exactly which shares to sell when wanting to convert some of my portfolio into cash to use for spending. There are many online ...
Arj's user avatar
  • 611
3 votes
2 answers
91 views

Does the 60/40 equity-bond portfolio presume a low interest rate environment?

My understanding is that 60/40 stock/bond portfolio relies on there being a negative correlation between equities and bond prices. But does the success of this portfolio presume a low interest rate ...
StatsScared's user avatar
0 votes
1 answer
75 views

Facing problem while creating a Google Portfolio tracking spreadsheet

I am trying to create a Google Spreadsheet to monitor my Indian stocks and Mutual fund investments. I am facing the following issues and hope someone can help me. When I try to track the 'pe ratio' ...
Arvind Gupta's user avatar
2 votes
1 answer
99 views

How to calculate Quartile (or Decile) returns

I have split the following portfolio of 20 stocks into 4 quartiles by say market cap. My main question is how would you calculate the Quartile return? Would you rescale the weights within each group ...
Maddy's user avatar
  • 133
0 votes
1 answer
119 views

How to reorganize crypto centric portfolio to more balanced approach?

I need advice on reorganizing my portfolio to sustain myself and my dependents until their demise. I live in India. I am in my mid-20s and have 3-4 dependents. I have my own house (no mortgage), a few ...
user avatar
1 vote
2 answers
121 views

How to calculate cost basis for list of incongruent batches of buy and sell transactions (forex trading)

How can I calculate the cost basis for my forex portfolio at any given time? I'm trying to build a spreadsheet to track forex trading of cryptocurrency pairs. Specifically I'm looking at XMR-BTC ...
qualityfreckle's user avatar
0 votes
3 answers
270 views

What percentage of funds to allocate to different investments optimally with rebalancing?

There are 2 types of managed funds. The first is principal guaranteed with a fixed 5% annual return. The second's returns is between 20% to -20% annually. Is there a way to roughly calculate what ...
surewin's user avatar
  • 29
0 votes
1 answer
230 views

How to calculate leverage ratio while buying stocks?

I was recently studying 2008 research study by Yale researchers Ian Ayres and Barry J. Nalebuff in which they tell to use 2 to 1 leverage ratio while buying stocks in your young age and gradually ...
CREATIVITY Unleashed's user avatar
6 votes
2 answers
3k views

What is the real return of a portfolio? Markowitz vs "real" return

I am working with mean variance optimization (MVO) and as such after "training" my model I test the results on a test dataset. Markowitz states that the return of a portfolio is the "...
Ventura's user avatar
  • 63
-2 votes
1 answer
274 views

Scratching my head about the modified dietz method

I'm trying to compute the money weighted rate of return for my crypto investments using the modified dietz method, as I believe this is the golden standard to measure investment. The formula is quite ...
LeGom's user avatar
  • 107
3 votes
1 answer
197 views

Analyze the probability of a porfolio increasing (or decreasing) by certain amounts

I would like to build a portfolio (of funds) which I don't need to manage often. In principle I am relatively happy to allocate the money in higher risk funds, since I don't plan on using it in the ...
user115620's user avatar
0 votes
0 answers
59 views

Building a portfolio based on possible personal finance scenarios

I would like to start a portfolio of assets which I don't have to manage day to day. I don't have a specific savings goal in mind but have a number of scenarios where I might want to withdraw money. E....
user115620's user avatar
3 votes
0 answers
73 views

Stock re-balancing in equal weighted portfolio

I currently have 20 stocks* in my portfolio (market value $300,000) which are equal weighted (5%). I am a long term investor and retired. *As part of the stock portfolio, I actually have 19 stocks and ...
Ron's user avatar
  • 31
0 votes
1 answer
499 views

What is the weight of risky asset in the optimal complete portfolio?

I have 5 different stocks in a market value weighted portfolio. I found that the expected return of this portfolio is 0,008444379 and the variance is 0,001498836. I know that the risk free rate is 0,4%...
pao's user avatar
  • 3
1 vote
1 answer
50 views

How do I Calculate this Estimated Weighted Return?

I am trying to figure out how to calculate an estimated weighted return. For example, imagine I have the following portfolio: | ETF | Quantity | Value | Weight | Estimated Return | Estimated ...
Dev's user avatar
  • 145
0 votes
1 answer
134 views

How can I calculate the total return of my portfolio when it is rebalanced annually?

I have a portfolio and I rebalanced it every year. The portfolio return is 6%, 8%, 3% in years 1,2,3. How can I calculate the total return of the portfolio?
pao's user avatar
  • 3
2 votes
1 answer
525 views

Calculating portfolio returns from multiple stocks using XIRR

I am confused and would like some clarification. For around four years I have been building a portfolio of 30 stocks and I would like to calculate the portfolio returns as accurately as possible over ...
Liam's user avatar
  • 41
5 votes
6 answers
865 views

Questions on a 60/40 portfolio outperforming stocks over the last 20 years

My question is based on a particular segment of a show on YouTube. Segment starts at 19:42 (linked) and ends around the 25-ish minute mark. (It's the Money Guy Show if you're curious.) I was surprised ...
NeutronStar's user avatar
  • 1,322
19 votes
3 answers
4k views

Why would long-term investor care about volatility? [duplicate]

I'm 35 and I want to start investing for my retirement. My question is, why would you care about volatility if your investment horizon is 30+ years? In order to get a more clear picture of volatility ...
Mark's user avatar
  • 193
0 votes
3 answers
1k views

Is there a quantitative answer to how frequently I should optimize my portfolio?

I'm using Markowitz Mean-Variance Optimization to rebalance my portfolio of 30 holdings. I'm trying to select the best balance of funds that will return 10% with the minimum risk. I understand that ...
Quark Soup's user avatar
1 vote
1 answer
127 views

I don't have a folio number or the documents of the shares

My father have bought few shares from different companies long ago and lost his documents. And now apart from the company names he doesn't have any other information like folio number or document ...
Pramod's user avatar
  • 11
1 vote
1 answer
225 views

Money-Weighted-Return (MWR) or Time-Weighted-Return (TWR)?

Assume, I monthly invest a fixed part of my income. I strictly transfer this money to my broker account and never take money off (transfer-rule). There, I usually (but not always) immediately add to a ...
Clyde Frog's user avatar
6 votes
3 answers
2k views

Do bond funds have an inherent advantage over individual bonds within a portfolio?

Background: I am constructing a simple ETF portfolio consisting of 70% stocks and 30% bonds. Every three months, I will add money into the portfolio, and rebalance the portfolio to restore its 70/30 ...
Flux's user avatar
  • 17.1k
0 votes
0 answers
76 views

Calculations for my Portfolio

First excuse my maths and limited finance knowledge. I am testing investing in crypto and trying to calculate my ROIs, Profit/Loss etc and getting stuck a bit and was wondering if anyone can help! ...
user3052526's user avatar
1 vote
3 answers
293 views

Will a stock always correct itself on the ex-div date?

I have a position in a stock (oil company) which has already announced a ~7% dividend with the ex-div date set to 13 May and payment date to 7 June. I am looking to double my position in this stock ...
lmlmlm's user avatar
  • 145
0 votes
1 answer
60 views

What does "trading in portfolio" mean?

On this Wikipedia page about value at risk, at the end of the second paragraph, it says "This assumes mark-to-market pricing, and no trading in the portfolio." What exactly does "...
Aqqqq's user avatar
  • 161
1 vote
0 answers
152 views

How to record personal portfolio appreciation?

I'd like to know how to record for the appreciation of my investment portfolio. The idea of not recording it; and then recording it as revenue once I sell it seems a bit off to me. I plan to hold my ...
WIIZZPL's user avatar
  • 11
2 votes
1 answer
105 views

How to allocate assets between asset types and tax-benefit accounts?

I hoped I could simply put all my funds into a TDF in a tax credit account and done with it, but it seems it's not that easy. I'm trying to reallocate to these accounts: Individual Retirement Pension(...
user2652379's user avatar
3 votes
5 answers
153 views

Are Gold and similar assets a good way to diversify your portfolio to protect value?

If the goal is to have a diversified portfolio (more towards the safe, conservative, long-term side), should you include assets that hold value, but are not productive per se, like gold, silver, coins,...
Quora Feans's user avatar
  • 1,033
0 votes
2 answers
321 views

Can I hedge on a long position of less than 100 shares and if not is there an alternative strategy?

Good Afternoon All, Quite frankly I'm stumped. I am aware of a covered position under normal circumstances, however in this particular situation there are less than 100 shares and I'd really like to ...
Jason A's user avatar
3 votes
1 answer
1k views

gnucash: How to set currency of a stocks account? Moving stocks from one stock account to another with different currencies

I am using gnucash for tracking my stocks, ETFs and cryptocurrencies. For the latter, I often heard the recommendation to treat them as a security. As such, I added a CRYPTO namespace in the ...
divB's user avatar
  • 375
0 votes
1 answer
244 views

How to interpret XIRR?

I'm trying to calculate an investment's rate of return but getting very strange results. I made 6 different example scenarios to understand the logic behind XIRR calculation and just to test the ...
Jane Mänd's user avatar
1 vote
2 answers
182 views

How to calculate portfolio performance?

How to calculate portfolio performance when the profit comes from 1) Selling the securities, 2) Getting the dividends? Imagine the following portfolio and transactions. 2018 - Buy 100 shares of Exxon ...
Jane Mänd's user avatar
3 votes
1 answer
128 views

personal portfolio return calculation problem

I want to measure and evaluate the performance of my personal portfolio. However, I am concerned about confusion and miscalculation. Because when I calculate the time-weighted portfolio return rate in ...
Clankk's user avatar
  • 33
2 votes
2 answers
304 views

How to calculate ROI on my stock portfolio, from transactions logs?

I have a spreadsheet that contains all my current stock positions in one sheet (with how much I invested and the unrealized gain for each current position) and another sheet with my past positions (...
Laplace's demon's user avatar
0 votes
1 answer
62 views

calculating the std devation of portfolio

If I have a portfolio with hypothetical time-weighted returns by month of the following: Jan-20 = 2% Feb-20 = 5% Mar-20 = 50% Apr-20 = 6% May-20 = -5% Jun-20 = 0% Jul-20 = -10% Aug-20 = 4% Sep-20 = 20%...
VBACODER's user avatar
  • 109

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