
How this would work in a hypothetical portfolio can be demonstrated using the two tables. First, an equal amount is invested in each of 14 assets (and thus each gets 7.143% of the whole). Taking into account both sets of proposed holdings, they offer a 3.0% average return (stats. based on 12/13/13 trading figures), so even if one needs at some point to wait out a downturn, he or she is getting paid better than the stock markets or most bonds generally now provide for patience.
Say one intends to invest $5000 in each (though the principle works equally for $1000, $10,000, or $50,000 each, etc.), then a total of $35,000 will be in the lower risk half of one's portfolio (in this case in BSV, CVX, CVY, ESV, EZPW, INTC, and PFE) and another $35,000 will be in the higher risk holdings (in this case in CSPI, ELP, PBR, PKX, PTY, SNE, and UWM ). It is best if each of us comes up with his or her own appraisal of the assets to hold in a lower vs. higher risk subportfolio. While this is mine, you may have equally good conclusions about a set of likely to be profitable investments and whether they are or are not as risky compared with the rest.
 