100 Level

Eight Asset Porfolio

Photograph: When I first walked Devastation Trail in late 1961 or early 1962, there was no vegetation to be seen as it was soon after the eruption. Consider the following portfolio that holds eight assets including cash.  In this analysis, I am using the 20-year treasury ETF, TLT, to represent cash, a substitution that gives the portfolio a slight boost over current money market rates.  … [Read More...]

Sixteen Asset Classes: The Basic Portfolio

More Asset Classes Are Not Enough TLH Spreadsheet users are familiar with the sixteen (cash is excluded) asset classes used with most of the larger ITA Wealth Management portfolios.  Below is what I call the Basic Portfolio as standard ETFs are used to populate the different asset classes. Despite all the asset classes being populated with nearly equal percentages, there is something … [Read More...]

300 Level

Kepler Portfolio Update: 19 September 2011

While this is an intraday update, the asset allocation relationships shown in the following Dashboard will not change all that much.  Shares of VWO were added to bring the emerging markets closer to target.  We still need another 105 shares of VWO to push this asset class back to target. … [Read More...]

DFA Portfolio vs. Euclid Portfolio Over Thirteen-Year Period

How does the performance of a DFA oriented portfolio perform when compared with the Euclid Portfolio, one of the older portfolios tracked here at ITA Wealth Management?  I selected the Euclid as it is one of the poorer performing portfolios over the last thirteen years.  The reason for the lagging performance is that I allowed too much cash to site idle in the portfolio for long periods … [Read More...]

200 Level

Portfolio Performance Data: 3 February 2012

Portfolios gained ground on an absolute scale, but most gave back the relative gains of last week when compared with the VTSMX benchmark.  Several portfolio held even with the VTSMX and three, all Risk Reduction model portfolios, gained a few tenths of a percentage point. Investors following the Risk Reduction model may be interested in examining level two as explained in this Seeking Alpha … [Read More...]

Portfolio Performance: 12 November 2010

Portfolio Performance Data Table Not only did many of the portfolios lose ground, as measured by IRR, most also showed a decline in the Sortino and Retirement Ratios. This again demonstrates just how difficult it is to outperform a broad market index such as Vanguard's VTSMX fund. Below is the table of performance. Overall, we are still doing quite well in meeting our goals, but it has been a … [Read More...]

400 Level

International ETFs: Are There Any Potential Buys?

Two days ago I ran an analysis on domestic ETFs to see if there were any buying opportunities.  The following is a similar Quantext Portfolio Planner (QPP) analysis of international ETFs.  As readers will see in the "Delta Factor" projection table, there are a few buying opportunities. … [Read More...]

Bullish Percent Indicators Show Markets Continue to Weaken

Bullish Percent Indicators (BPI) provide us with a broad look at large index and sector movements for the U.S. Equities market.  While I do not use either the index or sector tables as trading tools, I do watch them for general market trends and as guides to determing when the market is over bought or over sold.  Right now the market is over bought and weakening. Index BPI:  One significant … [Read More...]