100 Level

“Ten” Ivy ETF Portfolio

Ivy 10 Portfolio As you read through this 10-ETF portfolio, you may want to toggle back and forth between the latest analysis and this analysis I finished approximately four and one-half months ago. When I last analyzed the Ivy 10, little was gained by moving from five to ten ETFs. That is still the case.  In the 10-ETF portfolio, there are not ten different asset classes.  In my … [Read More...]

Retirement Target Return

Retirement Target Return What is the Retirement Target Return (RTR) all about?  RTR is one of the factors found in the Retirement Ratio (RR) risk management equation. ITA Wealth Management readers know the importance of measuring portfolio risk and RTR is part of that process. Here is exactly how RTR is determined. RTR is the sum of the current inflation rate plus the percentage one … [Read More...]

300 Level

Market Performance Impacts Efficient Frontier

Does portfolio performance significantly impact the efficient frontier curve?  To answer this question, I selected over 30 commission free (from TDAmeritrade) ETFs to run a test that included the last bear market and the recent bull market.  The first time frame ran from 3/15/2007 through 3/15/2009.  March of 2009 was the bottom of the great bear market of 2008 and early 2009.  The second run … [Read More...]

Preparation for Kenilworth Review

In preparation for the Kenilworth portfolio review, I recorded all the current securities and shares in each ETF.  Below is the Buy-Hold-Sell Recommendation data table. Kenilworth Buy-Hold-Sell Recommendations:  Checking down over the 195-Day EMA column, only VWO shows up and it is only to release 10 shares.  That is too few to worry about so there are no immediate sell orders to consider.  … [Read More...]

200 Level

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...]

ITA Portfolio Performance: 28 January 2012

What a great week for the eleven ITA Wealth Management portfolios!  All showed both absolute and relative positive performance returns.  Every portfolio gained ground on the VTSMX benchmark.  The simple reason is due to rising prices in developed international markets (VEU), emerging markets (VWO), and international REITs (RWX).  In other words, our globally diversified … [Read More...]

400 Level

The “Delta Factor” of International Markets

Using the last three years of data, what is the "Delta Factor" telling us about the international markets. Platinum membership is available for $5.00 per month. … [Read More...]

Equity “Delta Factor” Probability Projections

Approximately once a month I publish either the "Delta Factor" probability projections for equity or bond ETFs.  Considering the recent strength in the markets it seemed like a good time to run the analysis again and see if there are any asset classes or ETFs that have a reasonable probability of performing well over the next six to twelve months.  You may be surprised at the … [Read More...]