100 Level

Kenilworth Portfolio Review: 24 April 2012

Today is monthly review time for the Kenilworth Portfolio.  Checking the critical ETFs, three of eight ended up in the "sell" zone, but two are so close the end of day price could reverse the trigger.  Since I will not be making any moves before the business day tomorrow, I'll wait to see the opening prices for VEU and VWO. The Dashboard is shown in the following screen … [Read More...]

Emerging Markets

The standard ETF used to cover emerging markets in most of the ITA portfolios is VWO.  I'll continue to included it in the portfolios as they grow large enough to include that asset class.  For even larger portfolios, one might think about adding special countries. … [Read More...]

300 Level

Sample Portfolio Analysis: Part II

The following portfolio analysis makes use of the Hoadley-momentum-optimizer spreadsheet.  Providing a "cat-bird-seat" view of the portfolio is the efficient frontier graph.  We follow that with a ranking of the securities and finally, the Buy-Hold-Sell Recommendations.  Please note that the number of shares only represent percentages and is not a picture of the actual size of this … [Read More...]

ETF Evaluations In Preparation for Euclid Risk Reduction Analysis

At the close of the market tomorrow (1/12/2012) I will examine the relative price of each ETF used in Euclid and compare it with its 195-Day EMA.  For example, in the slide shot below the price of VTI is well above its 195-Day EMA.  The ITA Risk Reduction model calls for holding a full position in VTI.  Checking the Euclid moments ago, Large-Cap Blend (VTI) is slightly over target … [Read More...]

200 Level

Portfolio Performance: 2 March 2012

Most of the portfolios were either flat or lost a fraction of a performance percentage point this week.  The Newton and Bohr made small gains in a rather flat market. Portfolios that gained a little ground on the ITA Index, our customized benchmark, were; Kenilworth, Madison, and Gauss.  The Newton held even and the remaining portfolios fell slightly behind.  It is difficult, … [Read More...]

How Does A Beginning Investor Use The ITARR Model?

When one has been saving and investing as long as I have, it is easy to forget many of the initial steps necessary to launch and manage a portfolio.  In this blog post, I will attempt to fill in a few gaps, and even with this effort, I will most likely miss something.  That is why I appreciate questions.  I am using the Gauss Portfolio as my model for several reasons.  1) It is … [Read More...]

400 Level

“New Normal” Three-Year Risk Reduction Analysis

In the prior blog entry I used five years of data for the QPP analysis of the "New Normal" portfolio when the allocated percentages were based in equal risk rather than allocating assets according to capitalization.  In this QPP analysis I use three years of data instead of five. This blog entry is not for publication elsewhere on the Internet. … [Read More...]

Retirement Ratio

While on vacation I spent time thinking what I would call the risk ratio I am now using to see if the portfolio meets the Return/Risk requirement. This ratio was called the ITA Ratio but that did not convey any useful information.  I considered the title to be a temporary place holder until I came up with something more expressive. The ITA Ratio will now be known as the Retirement Ratio as it … [Read More...]