100 Level

Brahms Requiem: CD Recommendation For The Week

  Brahms Requiem is one of my four favorite requiems.  The other three were composed by Mozart, Fauré, and Karl Jenkins.  I'm sure I could come up with a fifth, but these four quickly come to mind.  The link provided happens to be one of the recordings I have, but the one conducted by Robert Shaw is also an excellent alternative.  Before making a purchase, read the reviews.  For many of … [Read More...]

Low Risk Retirement Portfolio

Yesterday, I wrote an article for Seeking Alpha and one reader suggested a simple portfolio where equal percentages be allocated to VTI, GLD, SHY, and TLT.  Exactly what does such a portfolio look like when a Quantext Portfolio Planner (QPP) analysis is applied?  What does the correlation matrix look like and would such a portfolio work as one prepares for retirement?  The following … [Read More...]

300 Level

Annualized Future Total Market Return

I've prepared a simple spreadsheet to project the Annualized Future Total Market Return. The equation used to make this calculation comes from John P. Hussman, of Hussman Funds. Use values found in the article to test the accuracy of the spreadsheet. To gain access to the spreadsheet move to the right-hand edge of the page and scroll down to Interesting Sites. Then look for the Market Return … [Read More...]

Bohr Portfolio Review: 10 May 2012

While it is still approximately 10 days before the scheduled review for the Bohr Portfolio, I am moving the update forward due to weakness in the international markets.  Platinum members will note two asset classes below target.  Not long ago I sold shares in VEU and VWO, developed and emerging markets respectively.  Fortunately, that was a good move as prices declined. … [Read More...]

200 Level

Portfolio Performance: 7 January 2012

Of the ten portfolio evaluated a week ago, all showed absolute gains this week.  A new portfolio, Gauss, was add to the list.  Expect the Internal Rate of Return (IRR) values for this new portfolio to be exaggerated for a number of months as that is the nature of the IRR.  Slight performance changes are amplified as these are annualized percentages calculated over only a few … [Read More...]

Portfolio Performance Data: 10 August 2012

As promised earlier in the week, here are the performance values for the eleven portfolios tracked on ITA Wealth Management.  Platinum members have access to all the transactions for eight of the eleven portfolios.  Detailed information is not available for the Maxwell, Euclid, and Madison portfolios.  If this data shows anything, it is how difficult it is to outperform the broad … [Read More...]

400 Level

Retirement Planning: Stress Testing a Simple 5 ETF Portfolio

As mentioned in a recent post, stress testing the portfolio is one useful method of checking to see if there will be sufficient funds available to comfortably retire.  In this QPP analysis of a simple five ETF portfolio we will make some initial assumptions that will vary from investor to investor. Assume this investor is 50 and plans to retire at age 67.  The current portfolio is … [Read More...]

Bullish Percent Indicators: 3 November 2012

A few more changes developed this past week in both index and sector Bullish Percent Indicators.  In some cases the market strengthened while in others it weakened.  As you look over the tables, ask yourself if you see any particular trends. … [Read More...]