Questions tagged [portfolio]
Questions relating to the collection of an individual's investments, looked at at a whole.
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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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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 ...
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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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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 ...
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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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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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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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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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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 ...
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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
Estimated Income
Estimated Yield
Total Value %
How do I work out the cumulative ...
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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)
...
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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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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 ...
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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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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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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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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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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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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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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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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 ...
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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 ...
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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?
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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 ...
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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 ...
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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
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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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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 ...
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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 ...
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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 ...
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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 ...
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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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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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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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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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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 ...
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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 ...
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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 ...
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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 ...
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How to construct a stock portfolio using the Kelly criterion?
Descriptions of the Kelly criterion are usually illustrated by examples about making optimal bets. But what would the guidelines be regarding using it to put together an optimal stock portfolio? For ...
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Can I calculate an average annualised return from investments held for different lengths of time?
My question is: given a number of investments of differing amounts, held for different lengths of time, how would I calculate an approximate average annualised growth for the entire portfolio over its ...
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Compare my variable portfolio performance with S&P 500?
The question may appear simple at first but I really cannot come up with a quick and easy way to compare my performance as a trader Vs S&P500.
For the sake of simplicity, I am analyzing my ...
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Standard metric describing % gain/loss normalized by the time of owning the security + Interactive Brokers implementation
If you sell the stock with 5% gain over 1 day it's not the same as if you sell it with 5% gain over a year.
Is there a standard metric / coefficient that normalizes that and how to do it in ...
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How can I calculate the annualised growth rate for an irregular investment?
I have a portfolio, which I invest in monthly. Depending on my circumstances, the monthly amount changes from time to time (perhaps every two years or so).
I want to calculate the annualised growth ...
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Portfolio insurance
I am thinking about betting the house, rather than the car, and will essentially pour all my entire net worth into the market. I am trying to find a way to protect myself against a major crash. I am ...
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What is the difference between LIQUIDATED fund and ACQUIRED fund
There are some funds that show up as "liquidated" when googled, which implies that it closed due to a bad performance. Some funds that show up as "acquired by XYZ (ticker of another stock that's being ...
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Is adjusting my portfolio's distribution according to bad signals from news risky?
I'm distributing my investment to stock(mostly MSCI ACWI) and bond funds, Basically 60:40. I also rebalance monthly as I got paid monthly.
I recently worried about the global and local(South Korea) ...
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What are portfolio weights of a portfolio that costs nothing? [closed]
Say I go out and invest 5 dollars in Microsoft, and I do so by shorting some amount of IBM stocks such that I exactly finance my Microsoft investment.
This portfolio has zero cost. So ... what are ...
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Reduce risk of the unexpected on a long-term portfolio
I've been thinking recently what can I do to reduce risk on my long-term buy-and-hold portfolio.
When I say "risk", I'm talking about rare, unexpected but highly destructive events (think Taleb's ...
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How far should I go in trying to diversify my portfolio?
I have determined the following ratio for the Equity portion of my investments:
30%: Intl Equity
40%: US large cap
30%: US small and mid cap
Now, I have some funds invested in a S&P 500 Index ...
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