100 Level

Five Investment Ideas for 2011

Back in December of 2009 I wrote a blog entry laying out a few investment ideas for readers. Now, nearly 18 months later seems like a good time to check in and see if these ideas are of use and if so, how many were implemented. A few included links takes the reader over to the old blog. Here are the five investment ideas. Read a minimum of two investment books from this list. If … [Read More...]

Modified Sortino Ratio and Retirement Ratio: A Review of Uncertainty Measurements

  While the Sortino ratio was an improvement versus the old methods for measuring portfolio performance against a standard, Retirement Ratio sets even a high performance bar.  The old Sortino Ratio looked like the following. S = (P - B)/DR where S = Sortino Ratio P = IRR for Portfolio B = IRR for Benchmark (we now use the customized ITA Index in our calculations) DR = Downside risk … [Read More...]

300 Level

Core ETFs Optimized for Maximum Return

To answer my own question of what ETFs are critical to most portfolios, I put together what I call the "Essential Twelve."  The plan is to cover the U.S. Equities, Emerging and Developed International Markets.  REITs, commodities, bond, and treasury instruments are included in the following analysis. The following information is not available for publication elsewhere on the Internet. … [Read More...]

Walking Investors Through Kepler Update

We begin the review of Kepler by examining the Dashboard.  The Dashboard is one of the critical worksheets found inside the TLH Spreadsheet, our portfolio tracking software program.  Several asset classes are out of balance and we will begin to make adjustments based on information found later in this blog post. Kepler Dashboard:  Depending of the optimization that is to follow, I expect to see … [Read More...]

200 Level

Will An All Equities Portfolio Provide Superior Retirement vs. All Bond Portfolio?

We are trying to answer the assertion that the stock to bond ratio does not make a significant difference when it comes to retirement planning.  Yesterday, I posted two blog entries that dealt with the beginning arguments.  Here is the link to the first entry and the link to the second one where I focused on the all bond portfolio.  In this blog post I will show the results of an … [Read More...]

Constructing Your First Portfolio

Faced with the task of building a portfolio from scratch, what are the first steps?  Assume one saved a bit of money, read a few of the Top Ten Investment Books, and is convinced of the wisdom of index investing. Read the following questions and answer them as best you can.  Don't be fearful of making a mistake or feel these decisions cannot be reversed.  Not only can you change them, I … [Read More...]

400 Level

Strictly International: What Is The Delta Factor Projecting?

Several weeks passed since I last updated the "Delta Factor" projections for international ETFs.  In addition to the usual Delta Factor projections, I also ran an optimization of these ETFs to see where the QPP indicates best buys.  First, the Delta Factor projections. … [Read More...]

Bullish Percent Indicators Update: 7 September 2012

Despite the strong market today, several sectors and one index handed the ball over to the defense.  Check the tables to see which areas of the market moved from X's in the right-hand column over to O's. … [Read More...]