100 Level

Grandchildren: Monitor Your Portfolio

"You can't manage what you don't measure." The large majority of investors fail when it comes to monitoring their portfolio.  What all is involved in portfolio tracking? 1.  Internal Rate of Return (IRR) of the portfolio 2.  IRR for a benchmark such as the VTSMX index fund 3.  Table to show the asset allocation plan 4.  Risk measurement All the … [Read More...]

“Seeking Alpha” Portfolio

The following portfolio is one mentioned by a "Seeking Alpha" reader.  It is unlikely the percentages are used as shown in the following analysis as I assigned nearly equal amounts to each of the eight ETFs.  Note the projected return is 8.64% but the projected uncertainty is a very high 18.5%.  This gives rise to a Return/Uncertainty ratio of 0.46 or much lower than our … [Read More...]

300 Level

Holy Grail Portfolio Revised

Revising the "Holy Grail" portfolio is an extension of the blog entry posted earlier today.  The following QPP analysis is somewhat constrained by two new corporate bond ETFs (VCIT and VCLT) that have not been in existence three years.  Nevertheless, Platinum members will find this portfolio of interest.  The broad guidelines for putting this portfolio together is as … [Read More...]

Kepler Portfolio Update: 10 July 2012

Kepler Portfolio Review for July The Kepler Portfolio review time is here and little action other than some cash flowing in and out of the portfolio took place over the last 30 days.  A number of dividends from BND, TLT, EMB, and TIP were recorded.  Although the Kepler is not one of the primary ITA Risk Reduction model portfolios, I am applying some of the timing techniques to various … [Read More...]

200 Level

Portfolio Performance Update: 24 February 2012

What a dull market this week.  Several of the portfolios experienced no changes across the board.  In many cases the Internal Rate of Return (IRR) values dropped 0.1% point on an absolute scale.  When measured against the ITA Index, four portfolios remained the same, five lost a small percentage and two gained a small percentage.  Small changes occurred with respect to the IRR … [Read More...]

Asset Allocation: A Medium Risk Portfolio

Moving from Low Risk to High Risk portfolios, the following QPP analysis is for the Medium Risk Portfolio. Examining the projected results, the return is too low.  We expect the projected return to exceed that projected for the S&P 500 by more than one percentage point.  This portfolio is projected to lag the S&P 500, which is not acceptable. … [Read More...]

400 Level

Bullish Percent Indexes: 16 August 2013

As one might expect, general decline showed up in both the Bullish Percent Indexes and sector BPI data.  There was one major exception among the sectors and I will get to that later.  We first examine the major indexes and then sectors of the market. … [Read More...]

Managing Portfolio Uncertainty: How Does It Work?

In an effort to improve performance results and reduce portfolio volatility, a Tactical Asset Allocation (TAA) plan has been activated for both the Maxwell and Euclid portfolios.  Checking the latest Portfolio Performance data table, we see these two portfolios are trailing the VTSMX benchmark, an unacceptable condition.  Keep in mind this is an extreme strategy, but it is based on … [Read More...]