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Portfolio Overall Return


cmattporter

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> 40% YTD

 

About 50/50 split to luck versus skill. Correctly hedged the commodities run-up by moving to 70% cash, but we’ve been slow on the Europe rebound & got hit by FBK. The material majority of our synthetic shorts have been covered, & we’ve added to long positions where it has made sense.  We’re comfortable with what we have.

 

Our 5 yr return is not comparable as we’ve more or less held the portfolio to a common size by systematically withdrawing excess capital. Only possible because we’re private money.

 

Withdrawals paying off family mortgages &/or acquire rental retirement income properties in various countries.

 

SD

"Acquire rental retirement properties in various countries." I believe that purchasing a residential real estate property in the US is the the biggest no brainer available to an investor today. To get a mid teen return on an equity portfolio for the next decade its going to take a lot of smarts and a little bit of luck to generate the same return on a vacation home in some of the hard hit mkts is only going to take a reasonable tennant if you avail your self of the cheap financing available.
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Is there any particular time or in the monetized where you have been able to roll over the cheapest?  How have you dealt with the large bid/ask spreads on some of the LEAPs?

 

 

Packer

 

 

1) not that I have noticed.  I try to do it as soon as possible subject to my next answer.

 

2) the ones i buy generally have a spread of only a few cents around what BS formula would calculate.  Try to buy when stock is cheapest as best I can. 

 

I work outwards from an analysis of the co., then if its common is cheap enough, then is the options market highly liquid, and do the options seem to reflect the underlying stock price reasonably.  I have learned to stay away from leaps that dont have a liquid market.  I am under no illusion that this is scientific inany way.  Too many assumptions to be other than approximately right. 

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Adjusting for size my returns would be better than they have been. There is no doubt in my mind about this. I have made most of my big percentage returns on large cap and mid-cap stocks so liquidity would not have been much of a constraint there, weird derivative positions (an would have gotten more exotic opportunities with size), also there have certain illiquid junk bonds I could not get ahold given my smaller size and I wanted to buy a ton of them. Further, I have gotten killed on F/X fees being a Canadian investor buying and selling US equities inside a registered account settling in Canadian for every f**n' trade - actually its quite embarrassing to estimate how much I have lost annually percentage wise just on f/x settlement with my discount broker in the last 3 years.

 

 

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Adjusting for size my returns would be better than they have been. There is no doubt in my mind about this. I have made most of my big percentage returns on large cap and mid-cap stocks so liquidity would not have been much of a constraint there, weird derivative positions (an would have gotten more exotic opportunities with size), also there have certain illiquid junk bonds I could not get ahold given my smaller size and I wanted to buy a ton of them. Further, I have gotten killed on F/X fees being a Canadian investor buying and selling US equities inside a registered account settling in Canadian for every f**n' trade - actually its quite embarrassing to estimate how much I have lost annually percentage wise just on f/x settlement with my discount broker in the last 3 years.

 

Just go with Questrade for your registered accounts and IB for unregistered ones!

 

BeerBaron

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Two trading days old and the comments in this topic are completely irrelevant.  :o

 

EURUSD dropping hard as well, otherwise I would already be negative again for the year after today's open.

 

I'm up 7-8%. Annualized almost 10%. Very low volatility because I've got all in US stocks now and dollar hedges positions both ways.

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Claphands, you are entirely correct about timing.  Part of my procedure is to continuously move the option date out further.  Right now I am slowly exiting the jan 2013s and buying the 2014s.  If the stock price is stagnant next year but the situation of bac is better then I will roll over to the 2015s.  There is a small fee due to time value deterioration but that can be taken as a tax loss.  In every year except this one I have had to clear out losing positions to offset gains ahead of tax loss selling season.  This year I have already taken most of these losses early.  :P

 

They say that most options expire worthless.  My record is closer to 5 % expiring worthless. 

 

I am doing the same with wfc (have warrants as well), a tiny position in jpm, bby.  Jury is out on whether I will do the same with ge or rimm.  Ge looks to be near fair value right now.

 

Uccmal,

 

I have invested in BAC 2013 calls as well and planning to sell these and buy the 2014 options. I am assuming this would trigger the wash sale rule. Is there such a things as "rolling over" into 2014 options or some other way to avoid the wash sale rule in this case?

 

Thanks

 

Vinod

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Claphands, you are entirely correct about timing.  Part of my procedure is to continuously move the option date out further.  Right now I am slowly exiting the jan 2013s and buying the 2014s.  If the stock price is stagnant next year but the situation of bac is better then I will roll over to the 2015s.  There is a small fee due to time value deterioration but that can be taken as a tax loss.  In every year except this one I have had to clear out losing positions to offset gains ahead of tax loss selling season.  This year I have already taken most of these losses early.  :P

 

They say that most options expire worthless.  My record is closer to 5 % expiring worthless. 

 

I am doing the same with wfc (have warrants as well), a tiny position in jpm, bby.  Jury is out on whether I will do the same with ge or rimm.  Ge looks to be near fair value right now.

 

Uccmal,

 

I have invested in BAC 2013 calls as well and planning to sell these and buy the 2014 options. I am assuming this would trigger the wash sale rule. Is there such a things as "rolling over" into 2014 options or some other way to avoid the wash sale rule in this case?

 

Thanks

 

Vinod

 

I have the same question, if I sell the equity and buy the warrants, is that considered a wash sale?

 

On the options, I believe the answer is yes, it would be considered a wash sale.  Rules are kind of muddy on the options side though.

 

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