Portfolio Update – June 2014

Skipped the May update, but the results are baked into here.

Overall I am still happy with the way that things are going. Sharpe ratio for this period is just south of 0.40, and I am still consistently exceeding my benchmark portfolio. May and June were up 1.49% and 1.37% respectively, vs. the benchmark of 0.76% and 0.23% for the same months. The S&P/TSX (using XIC as a proxy) was down 0.09% and up 3.32% over the same periods.

I am still concerned about my asset allocation, since I am not making any of my targets. I will be re-balancing when I have a minimum of $5M to work with though..

On to the graphs.

201406_Monthly

201406_TTM

201406_Asset Mix Allocation by Asset Class

201406_Asset Mix Allocation by Geographic Region

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