Model Portfolio Performance

  • Returns are benchmarked against 75% VT (Vanguard Total World Stock ETF) and 25% BND (Vanguard Total Bond Market ETF) and I will similarly maintain a 75%/25% split in equity/diversifying assets (not necessarily always fixed income). The portfolio will always be fully “invested”
  • Returns measure both income and capital appreciation and are calculated using ShareSight. See here for historical and latest model portfolio makeup. Go to the following link for monthly portfolio reviews
  • Transactions are shown here and done strictly on a month-end basis. Rebalancing between the themes is therefore also done on a monthly basis
MonthPortfolio return %Benchmark return %Net return %
Since inception-0.62%-0.70%+0.08%
04/2018-0.76%+0.10%-0.85%
03/2018+0.13%-0.80%+0.93%

Portfolio statistics

  • Ex-post volatility portfolio: 2.18%
  • Ex-post volatility benchmark: 2.20%
  • Ex-post tracking error: 4.36%
  • Sharpe Ratio: TBA
  • Information Ratio: 0.02
  • Beta: TBA
  • Correlation: TBA