100 Level

Quantext Portfolio Planner Analysis of Faber Ivy Portfolio

As promised, here is the first of several Quantext Portfolio Planner (QPP) evaluations of the portfolios mentioned in an earlier post.  In this QPP analysis I'll look at the Faber-Richardson Five ETF portfolio.  Equal percentages are allocated to each ETF so there is no fudging with the percentages to increase return or reduce risk.  This array of ETFs is a solid starting point … [Read More...]

Best Personal Finance Programs

The Best Personal Finance Programs- Financial advisors might be the best way to protect your assets, but they can be expensive. Personal finance software is a great alternative for the budget-conscious investor.  We are all looking for affordable ways to manage our homes loans, bank accounts, credit cards and investment accounts. The advent of personal finance software has made it possible … [Read More...]

300 Level

Portfolio #3: Ages 36 – 55

This may be the most difficult portfolio, of the five in this series, to construct for several reasons.  1) It covers a significant working and investing period.  2) The early years of investing from ages 36 - 55 are critical so one does not want to give up too much in the way of return.  However, the portfolio cannot be too aggressive during the tail end of this age bracket as the … [Read More...]

Curie Portfolio Review: 4 April 2012

Another month rolled around for the Curie and here is the update.  One trivial bit of information is that one "shard" stock (Washington Mutual) was replaced with another (WMIH.PK).  I despise these fragments hanging around the portfolio.  This is not an issue when one is dealing with "mainstream" ETFs.  Moving past this nuisance we first take a look at the … [Read More...]

200 Level

Risk Adjusted vs. Capitalization Asset Allocation Portfolio Construction

Is it better to construct a portfolio based on allocating assets around capitalization divisions or is one better off using a risk adjusted platform?  The following two screen shots show the details of these two approaches to portfolio construction.  In each case I am using ten ETFs that provide worldwide diversity.  Four years of historical data goes into the following Quantext … [Read More...]

Retirement Portfolio: Part Two

As pointed out in this blog post, one first selects asset classes for a retirement portfolio.  Then comes the difficult part of selecting what percentage to allocate to each ETF or asset class.  Below is a basic allocation that is not optimized.  In a later post I will run through an optimization of this set of ETFs to see if the projected return can be enhanced and still lower projected risk. … [Read More...]

400 Level

Seasonal Timing Strategy

As we approach the end of the month, review this blog entry I posted back on September 2nd.  Also run a search for Seasonal Timing Strategy to find more blog entries on this subject. … [Read More...]

Improving On The Simple Nine Global ETF Portfolio

While there are advantages to keeping a portfolio simple, there are also disadvantages.  For example, one will miss opportunities by not including asset classes that have been shown by Fama and French to add value to the portfolio.  Namely, value asset classes such as small-cap value (VBR).  We don't want to eliminate asset classes just to keep the portfolio simple.  The Ranking data table shows a … [Read More...]