100 Level

Second Analysis of Actively Managed Mutual Funds Plus ETFs

The following analysis of the actively mutual funds is supplemented by a few ETFs used in nearly all the ITA Model Portfolios.  The reason for adding the ETFs is to see how the actively managed mutual funds stack up against the ETFs in the ranking worksheet.  That is the second screenshot shown below.  In this analysis we begin with the Efficient Frontier graph.  The shares in the various funds … [Read More...]

Portfolio From Hell

Perhaps the title is too strong, but why would any advisor or organization recommend the following array of expensive ETFs in the following configuration.  It is not unusual for me to run an analysis on a portfolio I find on the Internet.  In the analysis process, I hope to learn about a low correlated ETF or a combination of assets that show a high projected Return/Uncertainty.  … [Read More...]

300 Level

Kenilworth Update

Kenilworth Review A few shares of VTV were added to the Kenilworth Portfolio this morning in order to begin the process of pulling that asset class into balance.  Very little cash is available and that is why we are buying shares in such low quantities.  Fortunately, we no longer need to worry about commissions if we select ETFs that are among the select group from TDAmeritrade. As … [Read More...]

Kepler Portfolio Review: 24 October 2011

Once more it is time to update the Kepler Portfolio.  Platinum members can see the Dashboard worksheet showing the asset allocation plan in the following screen shot. Note that both the Sortino and Retirement ratios are slightly negative.  The Internal Rate of Return (IRR) for the Kepler is trailing the VTSMX benchmark by 0.3%.  We should be able to make that up if and when the … [Read More...]

200 Level

Positioning the Maxwell, Euclid, and Madison

In preparation to launch the ITA Risk Reduction model for the Maxwell, Euclid, Madison, and possibly one or two more portfolios, the basic asset allocation is laid out below.  SDS is shown only as a possibility in unusual circumstances.  The percentages as shown apply only when the ETF price lies above its 195-Day Exponential Moving Average (EMA).  Such is not the case right now as … [Read More...]

Portfolio Performance: 14 January 2012

This week saw absolute gains in every portfolio and relative gains against the VTSMX benchmark in five of the eleven portfolio.  Only the Newton and Bohr lost a small fraction of a percentage point with respect to the VTSMX while the Curie, Schrodinger, Kepler, and Euclid remain unchanged.  It was encouraging to see the Einstein, Kenilworth, Maxwell, Madison, and Gauss gain small amounts … [Read More...]

400 Level

The Stock Market Is Stronger Than You Might Assume

With all the negative news one picks up, are you aware that the stock market is showing signs of strength, particularly when the different sectors are analyzed?  Tomorrow, I will be posting the latest data on the Bullish Percent Indicators (BPI) for the broad markets as well as ten sectors. This morning the NYSE BPI is showing that the offense has the ball as there are X's in the … [Read More...]

Equity “Delta Factor” Projections

The following screen shot shows the "Delta Factor" projections for twenty ETFs, many found in most of the ITA Portfolios.  These are equity ETFs as I did not include any bond or treasury ETFs in this analysis.  When one sees a yellow background in the Delta column, that is a semi-positive signal.  The best signal would to see a green background.  There are none at … [Read More...]