Recent content by p5485

Thank you ZBZB, Wealth Signals and SteveH. I will check out your recommendations. Many thanks!

That's a good point Kevin. At this point, I am willing to overlook the non-synchronous nature of foreign stocks as the % of foreign stocks is very low (less than 20 %) in the portfolio.

Ok thanks! I just want to let you know that portfoliovisualizer was able to do everything that I was looking for in Portfolio A. Only issue with that site is that it does not have access to non-US stocks, so I am stuck! Thanks for the formula!

They may or may not, but I can't ask them.

Yes, I have done that part for Portfolio A. But how do I get the data for foreign stocks?

No, the start date was selected to show that the portfolio is resilient to significant ups and downs in the market (namely, the down period of 2008). It is based on rules, and companies in this portfolio have to be in existence at least since 2005 to be included. I can understand your argument...

Many thanks for the offer to do backtesting. Unfortunately, I can't disclose the composition of those portfolios as I have signed an NDA. That is why i have to do this backtesting on my own.

Yes, it looks like a buy and hold strategy. But I have discovered that, with portfolio A, the sharpe ratio is 2.5 times that of SP500. But I need to do that with Portfolios B, C and D since they have foreign stocks.

Thanks for your suggestion. I did try portfoliovisualizer. However, they don't have any non-US stock data, so I can't test out portfolios B, C, and D. For example, you cannot use Samsung in any of your portfolios as it is traded overseas. I am not looking for anything fancy. I generally use...

Hi there I have developed 4 equally weighted portfolios, say, Portfolio A, B, C and D Portfolio A has mostly US stocks (33 in number) Portfolio B has mostly US stocks and few European and Asian stocks (25 stocks) Portfolio C has mostly US Stocks and few European and 1 Asian stock (27 stocks)...