Friday, May 23, 2014

A Browne Diversified Portfolio PSDS Scan 12-31-2013

This is a "Harry Browne" portfolio created for testing a portfolio diversification metric. The scan notes and the scan portfolio posted are being double checked.  In this period I scanned many "Harry Browne" portfolios with CHD for UNP, etc.





When the period of the scan is 10 years the impact of 2008 on the portfolio diversification ratio reduces it to PDR = 0.67 which is still good as seen here.


The same portfolio 10 yr scan using 12-31-2014 data is shown below. The portfolio is AGG, GLD, TPINX, CHD, VDIGX same as before. (note it was CHD not UNP)

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