100 Level

The Asset Allocation Decision

  There are researchers who conclude that the asset allocation plan is the most important decision an investor will make when constructing a portfolio. It is my contention that the percentage allocation to the asset classes is the most critical decision. The most recent research I've read on this subject indicates that asset allocation is important, but not quite so important as stated … [Read More...]

Franklin Portfolio Update: 1 July 2011

The TDAmeritrade broker accounts are available so I am in the process of updating the various portfolios tracked here at ITA Wealth Management.  The first round of updates will focus on portfolios tracked using the TLH spreadsheet, followed by those tracked using the Captool software.  As mentioned in prior posts, I wanted to give the Franklin Portfolio time to develop through the second … [Read More...]

300 Level

Twelve ETF Portfolio

When designing a portfolio several goals need to be considered.  Here is a blueprint for portfolio construction. Build the portfolio using non=managed ETFs and index funds.  Don't over complicate by using too many ETFs. Keep costs low by using inexpensive ETFs.  For most investments we use Vanguard ETFs. When running a QPP analysis, set these standards. Projected … [Read More...]

Sortino Ratio: Revised Calculation

Platinum members likely picked up my reference on the new Sortino Ratio (SR) calculation in the comments section.  When you first log on to ITA Wealth Management, be sure to check for the latest comments or better still, sign up for a comments RSS.  What is changing with the SR calculation? … [Read More...]

200 Level

Index Funds Advisors Asset Class Comparison: Examining The Big Return vs. Risk Picture

Index Funds Advisors Asset Class Comparison:  As promised yesterday, the third video talk from Index Funds Advisors is located at this URL.  Mark Hebner provides the large picture of the relationship between return and risk.  If you missed the first two presentations, go back to this blog entry to pick them up.  While you are on the IFA web site, I recommend each reader take … [Read More...]

Report on “New Normal” Portfolio

The following report on the "New Normal" portfolio comes from Bob Warasila, the creator of this set of assets. The New Normal test portfolio is now at the 2 year mark and is ahead of the benchmark VTSMX.  This portfolio is based on some comments by Pimco’s co-chairs and Geoff Considine (What the New Normal Means for Asset Allocation, August 8, 2009) of QPP back in the summer … [Read More...]

400 Level

Bonds “Delta Factor” Data

In the following screen shot, readers can see the "Delta Factor" projections for the Bond ETFs I've compiled.  If you are new to ITA Wealth Management and are not familiar with the "Delta Factor," check out the blogs listed in the DF category or search the term. … [Read More...]

QPP Analysis of iShare ETFs Over Different Periods

Over the last few days I've posted a number of entries related to the "Delta Factor" (DF) analysis.  This flurry of DF articles came about as a result of questions tied to entry into the market.  If one is holding cash, when is a good time to begin investing that cash into equity and bond vehicles, be it individual stocks, index mutual funds, or index ETFs?  Readers … [Read More...]