A simple tool helping you to calculate your portfolio rebalancing.
Project description
Investment Rebalancer
Overview
investment-rebalancer is a terminal application that helps one to rebalance one's portfolio. A configuration is used to define the classifications into which you want to divide your portfolio (e.g. regions, factor investing, core/satellite).
Example configurations
70/30 portfolio
This example describes a classic 70/30 portfolio. The portfolio is invested 70% in developed markets and 30% in emerging markets. In this example, the two ETFs Lyxor Core MSCI World and Lyxor MSCI Emerging Markets were chosen as investments.
{
"classifications": {
"Regions": {
"Developed World": {
"target_allocation": 70.0,
"assets": ["LU1781541179"]
},
"Emerging Markets": {
"target_allocation": 30.0,
"assets": ["LU0635178014"]
}
}
},
"etf": {
"LU1781541179": {
"name": "Lyxor Core MSCI World",
"enabled": true,
"quantity": 100,
"ter": 0.12
},
"LU0635178014": {
"name": "Lyxor MSCI Emerging Markets",
"enabled": true,
"quantity": 50,
"ter": 0.14
}
}
}
70/30 portfolio with small caps
This example is an extension to the above 70/30 portfolio. Again, 70% of the capital is allocated to developed markets and 30% to emerging markets. In addition to the already existing classification Regions, there is now also a classification Factor. 15% of the capital is supposed to be invested with the factor small caps. The remaining 85% should be invested in large and mid caps. In addition the two ETFs iShares MSCI World Small Cap and SPDR MSCI Emerging Markets Small Cap were selected for this example.
{
"classifications": {
"Regions": {
"Developed World": {
"target_allocation": 70.0,
"assets": ["LU1781541179", "IE00BF4RFH31"]
},
"Emerging Markets": {
"target_allocation": 30.0,
"assets": ["LU0635178014", "IE00B48X4842"]
}
},
"Factor": {
"Large Cap": {
"target_allocation": 85.0,
"assets": ["LU1781541179", "LU0635178014"]
},
"Small Cap": {
"target_allocation": 15.0,
"assets": ["IE00BF4RFH31", "IE00B48X4842"]
}
}
},
"etf": {
"LU1781541179": {
"name": "Lyxor Core MSCI World",
"enabled": true,
"quantity": 200,
"ter": 0.12
},
"LU0635178014": {
"name": "Lyxor MSCI Emerging Markets",
"enabled": true,
"quantity": 50,
"ter": 0.14
},
"IE00BF4RFH31": {
"name": "iShares MSCI World Small Cap",
"enabled": true,
"quantity": 65,
"ter": 0.35
},
"IE00B48X4842": {
"name": "SPDR MSCI Emerging Markets Small Cap",
"enabled": true,
"quantity": 2,
"ter": 0.55
}
}
}
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