100 Level

QPP Analysis of Faber Ivy Ten Portfolio

Yesterday I analyzed the Faber-Richardson Five portfolio found in The Ivy Portfolio.  In this post, Platinum members will find the QPP analysis of the Faber-Rickardson Ten.  I used the same five-year time frame so readers can compare the two results.  Improvements and negatives come with this expanded portfolio. While the projected return moves up to 8.2%, we give up risk as the … [Read More...]

Basic Portfolio Update: Changes in Momentum

As the market rotates from day to day, changes will show up in any portfolio if one is following the "Dynamic" plus SHY model.  If you are new to the blog and do not know what I am referring to, be sure to read The Feynman Study.  For example, yesterday there were only two viable ETFs that were outperforming the SHY, our cutoff ETF.  As mentioned in a comment, only VBK and VTV were ranked above … [Read More...]

300 Level

Sortino Ratio

Sortino Ratio: Calculation Steps Calculating the Sortino Ratio is not too difficult assuming you have historical data for the Internal Rate of Return (IRR) of the portfolio and the IRR for a benchmark. Here at ITA Wealth Management our primary benchmark is Vanguard's Total Market Index Fund, or VTSMX. Eventually we plan to move to the ITA Index, a customized benchmark for each portfolio. In … [Read More...]

Schrodinger Portfolio Update: 26 April 2012

Looking for a passive portfolio?  Look no further than the Schrodinger.  In operation since late 2000, this portfolio had only two rebalancing purchases over the past year.  Otherwise, no transactions other than cash dividend payouts.  ETFs purchased when the fund was launched are still part of the portfolio.  How is that for stability. In the following screen shot, I am … [Read More...]

200 Level

Bohr Portfolio Review: 23 April 2012

This last week in April looks to be a full one as four portfolios are up for review.  This morning I am updating the Bohr.  Moments ago I checked the TD Ameritrade Bohr account for dividends paid out by BND, TLT, and TIP.  Note the addition of the International Bonds asset class in the following Dashboard, even though I have yet to allocate a specific percentage to this new asset … [Read More...]

Smartest High Risk Portfolio

This is the last article in this series of QPP analysis of Solin's "supersmart" portfolios.  Of all the portfolios, this one is perhaps the weakest.  Read on to understand why. … [Read More...]

400 Level

Point & Figure Graph Indicators

Point & Figure graphs are useful for identifying ETFs that may be a potential buy.  P & F charts are one of the metrics I use as a clue for potential buying (holding or selling) opportunities.  Below I show examples that illustrate the four basic conditions.  I am looking at the slope of the line, positive or negative, and whether or not there has been positive or negative … [Read More...]

Possible Enhancement of ITA Risk Reduction Model

Is it possible to improve on the basic ITA Risk Reduction model?  Of course it is, but the question that immediately comes to the fore is how complicated does one want to get when it comes to reducing risk.  To review the original ITARR model, click on this link.  Once readers have the basic ITARR model in mind, take a look at the StockCharts graph for the VNQ ETF as shown below. … [Read More...]