Questions tagged [portfolio]

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

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1answer
72 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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2answers
113 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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1answer
51 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 ...
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1answer
161 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
189 views

Finding Annualized Mean and Standard Deviation For Portfolio

Say I'm looking at the monthly investment returns of 3 funds: Date Index 1 Index 2 Index 3 7/1/2012 0.19% 1.10% 0.26% 8/1/2012 -0.13% 0.22% 0.13% 9/1/2012 -0.11% -0.12% 0.27%...
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0answers
93 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 ...
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1answer
91 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 (...
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0answers
49 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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70 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 ...
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0answers
37 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 ...
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0answers
508 views

Where can I find the European equivalent ETFs from a USD superdiversified 10 ETFs portfolio

I have been using this superdiversified 10 ETFs portfolio. To lower the risk it's composed from stocks and bonds across the globe and includes some commodities. Being in USD currency and the Euro ...
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0answers
31 views

Tracking Equity Portfolio on Morningstar

I am tracking my equity portfoilio using morningstar. However, roughly once a month my platform sells of some of my holdings to pay for platform fees. How can I log this information into morningstar ...
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1answer
93 views

Cash or Bonds (UK)

I'm currently making my way through Benjamin Graham's book. He mentions that ± %25 of assets should be held in either cash or bonds. Could someone clarify the government bonds situation in the UK? Is ...
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0answers
65 views

What's the cost of rebalancing when you buy through a fund supermarket?

I was reading about how to rebalance a funds portfolio and the main drawback seemed to be that you could incurred in more costs than you would if you just do it sporadically. I understand this ...
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4answers
242 views

Should I re-allocate my portfolio now or let it balance out over time?

My grandparents have been buying me shares of Home Depot stock for years, and these shares were transferred to me once I graduated college. Currently I have 62 shares of HD, and 4 shares of JNJ (which ...
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3answers
282 views

What fraction of one's portfolio is safe to invest in a single mutual fund?

Is there a limit on the fraction of one's portfolio that is safe to invest in a single mutual fund? The risks I'm concerned about are the fund manager making bad decisions and the fund not generating ...
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1answer
45 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%...
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1answer
76 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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2answers
49 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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2answers
89 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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1answer
211 views

What is this fund?

I have a 401k account with Fidelity consisting of various funds. For whatever reason Fidelity will display today's +/- % for each ticker symbol, but it does not display overall growth since purchase. ...
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2answers
2k views

standard deviation in long-short portfolio?

I have a simple question though confusing. Does it make sense that the annualized standard deviation of a long-short portfolio is higher than the long leg and the short leg (separately)?
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2answers
110 views

Estimating monthly contributions required to save up to a sum within a year using index funds and bond funds

I'm saving up to pay off a sum of money ($86,000) in about the next year using some index and bond funds through Vanguard in a taxable account. The portfolio for this account is balanced at 40% VFTSX, ...
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1answer
41 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 "...
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1answer
54 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 ...
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1answer
27 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 ...
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1answer
112 views

How can I optimise a portfolio of traditional & alternative assets?

Standard risk optimisation of a traditional assets (like stocks and bonds) is pretty straight forward, I have been optimising and backtesting a stock, bond & REIT portfolio on Swanest. I am ...
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1answer
113 views

Government or Corporate Bond?

I understand investment is about risk and reward - including risk management of course. I'm trying to build a personal portfolio for growth and or regular income for the next 10-20 years. I'm trying ...
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1answer
145 views

Correct term for describing how “interesting” a stock is to buy

When I decide what stocks to place in my portfolio I do a series of technical and fundamental analyses and during each one I give stocks different numbers of "points", and I basically go for the ones ...
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2answers
47 views

Rebalancing for dollar's buying power at the time of the original deposit

I want to create a portfolio that would be rebalanced according to the relative buying power of dollar at the time of the deposit, but I'm not sure how to do it. I'm not familiar with financial ...
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1answer
65 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
67 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
65 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 ...
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5answers
216 views

How should I pick an Investment account?

I have recently managed to secure a graduate job and I started think about investing part of my income. I am at the start of my career so I would probably be able to invest around 600/month. I ...
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2answers
730 views

Return on Portfolio from P&L

Given a set of unrealized, realized and total P&L on my portfolio, how do I calculate the daily return on the portfolio?
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1answer
186 views

Unrealized Profit & Loss for Non-Stock Securities

I have several records of various transaction types (buy, long, short, cover...) on various asset types (stocks, bonds, options, futures...). I am looking for a way to calculate the unrealized P&...
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1answer
71 views

I want two entries for same share in google portfolio

I want to add (and edit occasionally) two separate entries for the same share (with same symbol) in my google portfolio. That is, I want to have ISA and non-ISA holdings of same shares in one ...
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3answers
194 views

How do I manage my portfolio as stock evaluation criteria evolve?

Background: I'm a very small-time (eg. $100s), inexperienced trader. Currently, I'm buying and holding stocks that bear dividends. When I evaluate stocks, I look at certain criteria; these have a ...
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1answer
321 views

Why would a passive investor buy anything other than the market portfolio + risk free assets?

It's frequently said that you should buy a "high-risk" portfolio with lots of stocks when you are young, and then move into "low-risk" portfolio with lots of bonds when you are older, essentially ...
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1answer
1k views

How do you determine the risk free rate of an asset?

Well, I am asking this, because I am kinda confused. Here, there seems to be an error. Because they say the risk free asset and they're probably referring to WIG and it should be 0.12 and not 0.08. So,...
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2answers
75 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 ...
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0answers
43 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
96 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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1answer
95 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 ...
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1answer
37 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
186 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
265 views

How are the sub-periods derrived in TWRR Daily Valuation?

I've been looking at the TWRR Daily Valuation method and I'm trying to understand how to break the total performance period into sub-periods when there are irregular cash flows. As the article ...
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2answers
527 views

Diversified portfolio return calculation & comparison to return from real estate only?

Here's a sample portfolio. If we assume that he invested $100K in the beginning (2005), is it correct that if he sold his entire portfolio and the end of 2009, he would have received $121,394? ...
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1answer
421 views

Confused about google portfolio chart

I added a test trade using google finance, buying 1 share of Google stock : At the end of day here is how the portfolio appears : How the the run percentage so high ? 1367.53% is calculated how ? ...