25% Wellesley
10% SCV
10% Emerging Markets
15% LT Treasury
20% 5yr Treasury
20% 2yr Treasury
1972 - 2011
CAGR 10.35%
STD 7.53%
Search found 26 matches
- Fri Feb 01, 2013 6:20 pm
- Forum: Variable Portfolio Discussion
- Topic: Variable portfolio challenge - PP like performance without any commodities
- Replies: 14
- Views: 7039
- Thu Jan 17, 2013 6:37 pm
- Forum: Variable Portfolio Discussion
- Topic: Using some of Clive's ideas
- Replies: 52
- Views: 22957
Re: Using some of Clive's ideas
These days, Clive seems to have an axe to grind against the PP.Reub wrote: Clive, you are missed! Would you consider a return?
- Wed Jan 02, 2013 1:45 pm
- Forum: Permanent Portfolio Discussion
- Topic: Poll: Which class should perform falling off the fiscal cliff?
- Replies: 41
- Views: 18521
Re: Poll: Which class should perform falling off the fiscal cliff?
We technically went over the cliff, but not really in terms of anything that matters.
I don't think it is valid to compare anyone's predictions about what would happen if we went over the cliff based on what actually transpired.
I don't think it is valid to compare anyone's predictions about what would happen if we went over the cliff based on what actually transpired.
- Tue Jan 01, 2013 4:19 pm
- Forum: Permanent Portfolio Discussion
- Topic: A Case that all your Backtesting is for Naught
- Replies: 11
- Views: 6970
Re: A Case that all your Backtesting is for Naught
I would argue that the PP's attempts to be neutral may not really be so because I'm not sure I believe that 25% Stocks = 25% Gold = 25% Bonds = 25% Cash. In other words, it may take different amounts of each asset to react in the same way to it's optimum economic condition. You're certainly right… ...
- Tue Jan 01, 2013 3:23 pm
- Forum: Permanent Portfolio Discussion
- Topic: A Case that all your Backtesting is for Naught
- Replies: 11
- Views: 6970
Re: A Case that all your Backtesting is for Naught
Just to play devil's advocate, I think it is possible to believe in the four basic modes of a modern economy represented by the PP and still question things like how much and what types of Stocks, Bonds, Gold, and Cash should be included in the portfolio. Changing allocations based on back testing ...
- Tue Jan 01, 2013 2:02 pm
- Forum: Permanent Portfolio Discussion
- Topic: A Case that all your Backtesting is for Naught
- Replies: 11
- Views: 6970
Re: A Case that all your Backtesting is for Naught
Just to play devil's advocate, I think it is possible to believe in the four basic modes of a modern economy represented by the PP and still question things like how much and what types of Stocks, Bonds, Gold, and Cash should be included in the portfolio.
- Sun Dec 30, 2012 9:14 am
- Forum: Permanent Portfolio Discussion
- Topic: Backtesting tool
- Replies: 2
- Views: 3043
Backtesting tool
I found this backtesting tool that might be of interest to those looking to try different allocations or see what the standard 4x4 PP would have done over time using daily data.
http://ezbacktest.blogspot.com/
http://ezbacktest.blogspot.com/
- Sat Dec 29, 2012 10:04 am
- Forum: Permanent Portfolio Discussion
- Topic: Backtesting for the Optimum HBPP Allocations
- Replies: 101
- Views: 252727
Re: Backtesting for the Optimum HBPP Allocations
Following up from my reply to MG above... I took a moment and did what you suggested and created a new column using MaxDD as the risk component. It turns out that it does materially change the optimum allocations using that ratio, and that the standard deviation and max drawdown do not have a line...
- Wed Nov 14, 2012 1:18 pm
- Forum: Permanent Portfolio Discussion
- Topic: Ray Dalio All Weather Portfolio
- Replies: 2
- Views: 3242
Re: Ray Dalio All Weather Portfolio
Well, never mind then..
- Wed Nov 14, 2012 1:11 pm
- Forum: Permanent Portfolio Discussion
- Topic: Ray Dalio All Weather Portfolio
- Replies: 2
- Views: 3242
Ray Dalio All Weather Portfolio
Interesting article: https://cssanalytics.wordpress.com/2012 ... erivation/
- Mon Sep 24, 2012 8:13 am
- Forum: Permanent Portfolio Discussion
- Topic: Risk Parity Investing
- Replies: 4
- Views: 3753
Risk Parity Investing
Looks and sounds a lot like the PP: http://finance.yahoo.com/blogs/breakout ... 32060.html
- Sat Jul 28, 2012 5:41 pm
- Forum: Other Discussions
- Topic: Cable Cutting
- Replies: 46
- Views: 20917
Re: Cable Cutting
Ok, got something working pretty quick - watched ESPN3 on my 80" via AppleTV airplayed from my iMac.
Very cool...
Very cool...
- Sat Jul 28, 2012 4:00 pm
- Forum: Other Discussions
- Topic: Cable Cutting
- Replies: 46
- Views: 20917
Re: Cable Cutting
I'm going to be testing AirPlay from my iMac to an Apple TV to my big screen.
The new Mountain Lion OS released this week should enable me to mirror ESPN3, Hulu, etc from the iMac.
I'll report on the results.
The new Mountain Lion OS released this week should enable me to mirror ESPN3, Hulu, etc from the iMac.
I'll report on the results.
- Wed Jul 18, 2012 6:20 pm
- Forum: Other Discussions
- Topic: Quicken Alternative for Mac
- Replies: 18
- Views: 11020
Re: Quicken Alternative for Mac
I will be setting up an iMac within the next 2 weeks and plan to (try to) run Windows Quicken using Parallels. I'll let you know how it goes. Possum - Many thanks. I appreciate it. Ok, got my new iMac and installed Parallels 7, Windows 7, and Quicken 2010. So far, so good - everything I've tried h...
- Fri Jul 06, 2012 4:33 pm
- Forum: Other Discussions
- Topic: Quicken Alternative for Mac
- Replies: 18
- Views: 11020
Re: Quicken Alternative for Mac
I highly recommend Fresh Finance. I've been using it for years and never looked back (when I switched to Mac). It reminds me of how good Quicken used to be, before it went stale and got bloated. Their website is http://www.fortora.com -- give it a try, I think you will like it. Does Fresh Financ...
- Mon Mar 05, 2012 6:24 pm
- Forum: Variable Portfolio Discussion
- Topic: Decision Moose
- Replies: 30
- Views: 23871
Re: Decision Moose
DM is in IWM at present, but SPY is showing slightly better relative strength and is a close contender to taking over the lead holding. Williams %R however is indicating SPY as overbought and IWM as oversold, so I'd guess that DM will continue to hold IWM for the time being, at least for another we...
- Wed Feb 15, 2012 6:44 am
- Forum: Permanent Portfolio Discussion
- Topic: Warren Buffet Hates Bonds and Loves Stocks!
- Replies: 33
- Views: 15493
Re: Warren Buffet Hates Bonds and Loves Stocks!
The market price of Berkshire has nothing to do with Buffett's views on the relative merits of investing in stocks vs bonds. Using that as a proxy for how well his investing philosophy has worked out is silly since the market price of Berkshire is uncoupled from the market price of the investments t...
- Tue Feb 14, 2012 10:34 pm
- Forum: Permanent Portfolio Discussion
- Topic: Warren Buffet Hates Bonds and Loves Stocks!
- Replies: 33
- Views: 15493
Re: Warren Buffet Hates Bonds and Loves Stocks!
You are comparing apples and oranges.... If you want to compare the results of the capital allocation at Berkshire, you need to be looking at the growth in book value over the time period in question, not the value that the market is putting on the holding company. From 1999 through 2011, book value...
- Thu Sep 08, 2011 1:26 pm
- Forum: Variable Portfolio Discussion
- Topic: Berkshire Hathaway at 1.04 Times Book Value
- Replies: 12
- Views: 7015
Re: Berkshire Hathaway at 1.04 Times Book Value
FWIW, BRK paid a 10 cent dividend in 1967.MediumTex wrote: I'm not buying any, and Buffett's age is obviously a risk factor, but it just looks like it might be a buy for someone interested in starting a position.
Berkshire has never paid a dividend.
- Sat Dec 18, 2010 12:24 pm
- Forum: Variable Portfolio Discussion
- Topic: Decision Moose
- Replies: 30
- Views: 23871
Re: Decision Moose
DM is getting knocked around pretty good and has seemed out of sync with the market for quite a while. Just missed a 4+% increase by being in cash this week - not a pretty switch so far. Looks like the Moose creator realized the the system was out of sync as well and has tweaked it in the last coup...
- Sun Dec 05, 2010 10:12 am
- Forum: Variable Portfolio Discussion
- Topic: Decision Moose
- Replies: 30
- Views: 23871
Re: Decision Moose
DM is getting knocked around pretty good and has seemed out of sync with the market for quite a while.
Just missed a 4+% increase by being in cash this week - not a pretty switch so far.
Just missed a 4+% increase by being in cash this week - not a pretty switch so far.
- Sat Oct 30, 2010 9:02 pm
- Forum: Permanent Portfolio Discussion
- Topic: Crawling Road Podcast - Episode 1
- Replies: 32
- Views: 19158
Re: Crawling Road Podcast - Episode 1
Really enjoyed the first podcast - keep em coming!
P.S I'm also an electrical engineer / software developer and have worked through a couple of start-ups where lightning has struck....
P.S I'm also an electrical engineer / software developer and have worked through a couple of start-ups where lightning has struck....
- Fri Oct 01, 2010 9:45 am
- Forum: Permanent Portfolio Discussion
- Topic: Is there a PP Plan B? Worst Case Future Scenario
- Replies: 14
- Views: 8414
Re: Is there a PP Plan B? Worst Case Future Scenario
This is exactly why my portfolio is 50% PP+ and 50% sector relative strength.
PP+ in case my RS is wrong, RS in case my PP+ is wrong...
PP+ in case my RS is wrong, RS in case my PP+ is wrong...
- Fri Jul 23, 2010 1:49 pm
- Forum: Permanent Portfolio Discussion
- Topic: PP Buyers Remorse...Some Sound Feedback Needed!
- Replies: 45
- Views: 26974
Re: PP Buyers Remorse...Some Sound Feedback Needed!
[quoteI don't see that a reason for tinkering and in the process exposing one self to added risk. Please understand the context of my remarks - they were a response to someone who was considering going back to a traditional slice and dice stock / bond portfolio vs. the PP. I was simply pointing out...
- Fri Jul 23, 2010 12:53 pm
- Forum: Permanent Portfolio Discussion
- Topic: PP Buyers Remorse...Some Sound Feedback Needed!
- Replies: 45
- Views: 26974
Re: PP Buyers Remorse...Some Sound Feedback Needed!
" For example, changing to an allocation of 15% Small cap value, 15% emerging markets, 25% LT Bonds, 20% Cash, 12.5% Gold, 12.5% Commodities would have produced a CAGR of 11.03% from 1985-2009 " This period was a prosperity period. This probably would not have been achieved in other periods. We can...