100 Level

Baker’s Dozen Portfolio

Check out the Baker's Dozen portfolio using this link.  Learn how to improve portfolio return while reducing risk. There is also information on Dual Momentum investing over on the "new" ITA Wealth Management blog.   … [Read More...]

Three-Year Anniversary

Today is the three-year anniversary of ITA Wealth Management.  Thank you for checking in from time to time to view what I am trying to articulate.  In the three years, nearly one million viewers requested this blog.  Of course this is counting crawlers from Google so the number of live readers are much lower.  I think I've seen a viewer from every country except North … [Read More...]

300 Level

Portfolio That Reduces Risk

Are you looking for a portfolio that pulls down the projected standard deviation?  If so, take a look at the asset allocation mix shown in the following analysis.  I would classify this portfolio as conservative. … [Read More...]

Maxwell Portfolio Update

As long-time Platinum members know, the Maxwell is one of the five original portfolios to participate in the ITA Risk Reduction (ITARR) model project.  More recently I expanded the ITARR model into the Momentum-Optimization Model (MOM) and these moves to reduce risk are beginning to show positive results.  Over the last month the Maxwell's Internal Rate of Return (IRR) picked up 150 basis points … [Read More...]

200 Level

Feynman Portfolio Study – Part 1

This first Part of the Study identifies the 10 Asset Groups and 18 individual EFTs that comprise the Feynman Portfolio and looks at the general market behavior, as defined by the Vanguard Total Stock Market Fund (VTSMX), over the 6 year period from 06/29/2007 to 06/30/2003.  The VTSMX will be used as the reference, or benchmark, for comparison of portfolio performance through each future phase of … [Read More...]

Asset Allocation: Working With Optimizer

How does one combine the power of the Dashboard and the Hoadley optimizer when it comes to setting up an asset allocation plan for a portfolio.  ITA readers are familiar with the Dashboard as it is shown every time a portfolio is updated.  In this post I will explain how one might combine the Dashboard and Hoadley optimizer.  Since the Hoadley optimizer is confined to nine (9) asset classes, I've … [Read More...]

400 Level

What Sector ETFs, If Any, To Include In Portfolio?

Certain ETFs are automatically included as potential candidates for inclusion when constructing a portfolio.  A few of the very basic ETFs are:  VTI, VEU, VWO, VNQ, RWX, BND, etc.  There are many more, but you get the idea.  Sector ETFs are not automatically included in the basic building blocks and that is why I periodically run a ranking of the sector ETFs to see if any should be included as … [Read More...]

Fiscal Cliff: Time to Activate ITARR Model

We hear a lot about the coming "fiscal cliff."  If Congress does not act before taxes increase and spending cuts go into effect at the beginning of 2013, the country could go into another recession.  Rather than panic, now is the time to pay close attention to each major holding in your portfolio(s).  Instead of limiting the ITA Risk Reduction model to five portfolios, I plan to expand the number, … [Read More...]