100 Level

How Many Asset Classes or ETFs Are Required to Construct Diversified Portfolio?

One of my favorite blog writers is Geoff Considine of the Portfolioist.  Yesterday, November 28th, Dr. Considine published an interesting article that begins to answer the above question - How many asset classes or ETFs are necessary to build a well-diversified portfolio?  Considine posits ten (10) asset classes will provide sufficient diversification.  David Swensen argues in his book, … [Read More...]

Mosaic Investor

Mosaic Investing: A third investing style, and one not frequently mentioned in academic literature, is a combination of passive, index, and active management. I call it the Mosaic investing approach. Mosaic investors will fit somewhere along the broad continuum of all investing styles. A Mosaic investor may construct a portfolio around a core of index funds with a particular asset allocation tilt. … [Read More...]

300 Level

Dividend Stocks: Updated List for 20 September 2012

From time to time I post lists of individual stocks that emerge from screens I've set up using particular criteria.  Seeking companies that are showing growth in dividends is the emphasis in the following list of stocks. The following information is not for publication elsewhere on the Internet. … [Read More...]

Risk-Parity Portfolio: What Is It And What Does A Risk Portfolio Look Like?

Reducing Risk Through Risk-Parity Risk-Parity: Have you heard of the term or seen reference to this style of portfolio construction?  Join the crowd if this is new to you, even though the Risk-Parity idea has been around for quite a few years.  Risk-Parity is an alternative approach to portfolio construction where assets are allocated based on risk rather than allocation according to … [Read More...]

200 Level

Portfolio Performance: 3 June 2011

Measuring Portfolio Performance You cannot manage what you do not measure.  How true.  These portfolio performance data tables are all about portfolio management, measurement, and monitoring.  The table shown below does not include current updates for all portfolios tracked using the Captool software.  I plan to take care of that early next week. Looking over the portfolios … [Read More...]

QPP Analysis of Faber Ivy Ten Portfolio

Yesterday I analyzed the Faber-Richardson Five portfolio found in The Ivy Portfolio.  In this post, Platinum members will find the QPP analysis of the Faber-Rickardson Ten.  I used the same five-year time frame so readers can compare the two results.  Improvements and negatives come with this expanded portfolio. While the projected return moves up to 8.2%, we give up risk as the … [Read More...]

400 Level

Should One Sell GTU In An Effort To Manage Risk?

Yesterday I reviewed the buying and selling decisions using VNQ as an example.  Today I am reviewing our gold holding, GTU, as the price is currently well below its 195-Day Exponential Moving Average.  For portfolios following the ITA Risk Reduction model, we are out of this ETF based on those relative positions of price and EMA.  Are there confirming sell signals related to GTU? The Bullish … [Read More...]

Delta Factor Projections for International ETFs

Nearly two months ago I published "Delta Factor" projections for a wide array of international ETFs.  Using data from the last three years, what are the current projections and of those showing a Buy opportunity, which are most promising to grow over the next six to twelve months.  The data table makes for a colorful array of options. … [Read More...]