100 Level

Sortino Ratio: What Is It?

The following discussion of the Sortino Ratio may get a little "heavy" for some readers.  However, this information is very important for the serious investor, so stick with me and follow along.  Users of the TLH spreadsheet are familiar with the Sortino Ratio as one of the worksheets is built specifically to calculate this number.  The equation is quite simple but very … [Read More...]

How Well Did The Beginner’s Portfolio Perform?

This weekend I posted an article over on Seeking Alpha on a Beginner's Portfolio.  One comment got me to thinking - how well did this optimized portfolio perform over the last five years, the time frame I used for the SA article.?  I considered this to be a beginner's portfolio in the sense that it holds only 10 ETFs and it is not all that sophisticated or complicated.  My personal preference is … [Read More...]

300 Level

“Holy Grail” List of ETFs for Momentum-Optimization (MOM) Portfolio

Readers who have been following The Feynman Study will be interested in this list of ETFs that can potentially be used to build a "momentum" style portfolio.  What I've done is to include the 18 ETFs from the Feynman Study, add four sector ETFs that currently outperform both SHY and VTI, and included a few options that might be useful in a bear market.  If you missed some prior references related … [Read More...]

Eight Asset Porfolio

Photograph: When I first walked Devastation Trail in late 1961 or early 1962, there was no vegetation to be seen as it was soon after the eruption. Consider the following portfolio that holds eight assets including cash.  In this analysis, I am using the 20-year treasury ETF, TLT, to represent cash, a substitution that gives the portfolio a slight boost over current money market rates.  … [Read More...]

200 Level

Portfolio Performance Data: 18 February 2012

All portfolios showed gains this week on an absolute scale, but the relative movement when measured against the different benchmarks was mixed.  The Kepler held par with respect to the VTSMX and picked up a few tenths of a percent on the ITA Index.  The Kenilworth pulled ahead of both benchmarks.  Seven of the eleven portfolios held their own or gained ground on the VTSMX.  … [Read More...]

Einstein Portfolio Update: 28 September 2011

Platinum members can witness that the Einstein Portfolio is coming very close to being in balance in all asset classes.  I placed limit orders to sell shares of VO and VB which will bring MCB and SCB back into balance.  With the small amount of available cash, I placed a limit order for BWX, an international treasure bond ETF.  As you can see from the Dashboard asset allocation plan … [Read More...]

400 Level

ETF Analysis Using Technical Indicators

The following ETF evaluator is a relative new development so be wary of the results until more data is available.  It is important to note that not every ETF in the following table was updated.  Only VWO, RWX, VFH, IDV, and EPP are current.  As you look at the far right-hand column, you will see that no ETF is considered a buy under the current conditions. The best prospects at … [Read More...]

Keeping It Simple With An Global Nine ETF Portfolio

A portfolio does not need to be complicated to be global in its structure.  Nor does it need to be all that complex to bring success to the investor.  The following portfolio is simple and stands a greater chance of success if one employs the Momentum-Optimization Model (MOM) as explained below. This material is not available for publication elsewhere on the Internet. … [Read More...]