100 Level

Preparing a New Portfolio for a Customized Benchmark

Within the TLH Spreadsheet is the capability to develop a customized benchmark for any portfolio that uses any combination of the 17 asset classes found in this blog post. If you are new to ITA Wealth Management, note that we pay a lot of attention to asset allocation, even though it has recently fallen out of favor, particularly since the 2008 market crash.  Why build a customized … [Read More...]

Portfolio Performance: 18 January 2013

One month passed since I last posted the portfolio performance data table.  While every portfolio increased in value over the last month, in many cases the benchmarks increased at a faster rate than the portfolios IRR values.  When comparing performance with the ITA Index, the Curie, Newton, Kepler, and Kenilworth gained ground on the customized benchmark.  Maintaining the same difference were the … [Read More...]

300 Level

Growth: Portfolio #5

Moving one step closer to increasing the projected return, this post is about the Growth Portfolio, number 5 out of 6 in this series.  Bond and income is reduced to 16% in this portfolio so it is definitely tilting toward the aggressive side of investing.  Two ETFs, BND and IEF are eliminated from this portfolio as we will concentrate our income holdings in TIP and TLT. Platinum … [Read More...]

Rebalancing: How Important?

Below are rebalancing results that Bob Warasila recently updated.  As background for this study, we started with eight asset classes and invested $10,000 in each for a total of $80,000 for the portfolio.  The asset classes consisted of the "Big Six," REITs, and International Markets.  In 1989 I did not have easy access to data on commodities, international real estate, … [Read More...]

200 Level

Portfolioist Portfolio: Looking For Additional Diversification

Before digging into the following Quantext Portfolio Planner (QPP) analysis too deeply, read Geoff Considine's articles on portfolio diversification.  The first article lays out the basic logic for diversification and the second article goes into more details.  In the following analysis, I take the portfolio and run it through the QPP wringer to see what projections are in store for … [Read More...]

Optimization Correction For 12 ETF Portfolio

Here are the following assumptions I used to create the portfolio shown below.  1)  The S&P 500 is assumed to grow at 7% per year.  This percentage is adjusted by setting the Delta Return to -3.3% inside the QPP software.  2) I used five years of data running from 2/6/2008 through 2/6/2013.  3) The Solver Parameters are listed below. The following material is not available for publication … [Read More...]

400 Level

Using the Delta Indicator

Quantext Portfolio Planner Expanded While I hope to have the following article published on Seeking Alpha, I am permitted to make it available to Platinum readers since it is not readily available free on the Internet.  Here is the article as I submitted it to SA.  Platinum members have see this expansion of the QPP analysis before, but I don't recall ever posting both extremes so … [Read More...]

Bullish Percent Indicators for Market and Sectors Through 10 August 2012

Most broad market and sectors improved or remained static this last week.  All the major markets listed in the following screen shot maintained offensive control of the ball. Platinum membership is available for $5.00 per month. … [Read More...]