100 Level

Madison Review: 5 June 2013

Since the last update a few shares of VNQ were sold out of the Madison portfolio.  Limit orders are in place to add to VTI as recommended by the momentum-optimizer spreadsheet.  Below is the efficient frontier graph and the current Dashboard for the Madison. Efficient Frontier:  The efficient frontier graph provides a quick look at how well the current portfolio is positioned with respect to an … [Read More...]

Taylor Larimore’s Investment Gems

Are you searching for new investment information?  Here is a link not to be missed.  Taylor Larimore is an investment writer, and one of the brains behind the Boglehead's Forum site.  Even if you do not have time to read a lot of investment books, click on the Gems for links to the salient points contained in each book.  This is an extremely valuable resource for readers of ITA Wealth Management … [Read More...]

300 Level

Mosaic Portfolio Lookback – 02 January 2008

Mosaic Portfolio Lookback What were the signals at the beginning of the year - 2008?  If one examines the QPP analysis below, times looked great. Projected return was 10.45% or about 3.5% points above that projected for the S&P 500.  Yes, the projected risk or uncertainty is a tad over 15%, but the Return/Uncertainty ratio is a very high 0.70.  This is almost unheard of, at … [Read More...]

Twelve ETF Portfolio

When designing a portfolio several goals need to be considered.  Here is a blueprint for portfolio construction. Build the portfolio using non=managed ETFs and index funds.  Don't over complicate by using too many ETFs. Keep costs low by using inexpensive ETFs.  For most investments we use Vanguard ETFs. When running a QPP analysis, set these standards. Projected … [Read More...]

200 Level

Asset Allocation: The Basic 17 Asset Classes

Much is made of the importance of asset allocation here at ITA Wealth Management.  Not all portfolios tracked on this blog use the seventeen asset classes, but we want to list the stable of assets we draw from depending on the size of the portfolio and goals of the investor.  Cash is included as one of the 17 in the data table shown below. Below the title row we have the three cap sizes ranging … [Read More...]

Optimization of Equity and Bond ETFs: A Handsome Portfolio Results

The following table shows an array of ETFs recommended by a reader.  What I did with this set of ETFs was to screen for maximum return with the following constraints. … [Read More...]

400 Level

Bond “Delta Factor” Projections

As requested, here are the "Delta Factor" projections for bond ETFs.  Keep in mind that VCSH, VCIT, VMBS and VGLT have short records (less than 5-yrs) so can be neglected.  If you have other bond ETFs to consider, send them along and I can add them to this list. … [Read More...]

“Delta Factor” for Bond ETFs

A week to ten days ago I promised to run a "Delta Factor" analysis on the bond ETFs we use in a variety of portfolios.  One Platinum member requested CSJ be included in the analysis and here it is in the following screen shot. … [Read More...]