100 Level

US Dominated Porfolio: Analysis Part I

The following portfolio was submitted by a Platinum member for analysis.  As you will see, this is a U.S. Equities dominated portfolio.  As a result, you will note in the Historical Section how well it performed with respect to the S&P 500 over the past five year.  Only 10% is invested in bonds and this should serve the portfolio well over the next five years.  Here is the QPP analysis and in … [Read More...]

Passive and Index Investing

Passive or Index Investing Yesterday I defined active investing and today I am writing about Passive Investing and Index Investing. Since these terms are used interchangeably, I want to discuss both as there are slight differences.  What I don't know is if the broad investing community makes any distinction between passive and index investing. Here is how I view the two investing … [Read More...]

300 Level

Kepler Portfolio Review: 24 June 2013

Platinum members tracking the Kepler Portfolio will want to take special note of the coming changes in the allocation of assets in this portfolio.  While the Kepler was not one of the original five ITA Risk Reduction (ITARR) portfolios, I am going to activate the Momentum-Optimization Model with this portfolio due to the early success with other portfolios following the MOM model. Efficient … [Read More...]

Basic Portfolio Information

The ITA blog was down most of the day due to a backup file causing the server to close down.  That file was removed and the blog is again functioning.  Platinum members will find my most recent post using the link provided below. … [Read More...]

200 Level

Portfolio Performance: 2 March 2012

Most of the portfolios were either flat or lost a fraction of a performance percentage point this week.  The Newton and Bohr made small gains in a rather flat market. Portfolios that gained a little ground on the ITA Index, our customized benchmark, were; Kenilworth, Madison, and Gauss.  The Newton held even and the remaining portfolios fell slightly behind.  It is difficult, … [Read More...]

Portfolio Performance: 12/3

Below is the first draft of the 12/3/2010 portfolio performance. First draft in that not all the November or December dividends are included for all the portfolios. Most of the portfolios are hanging on to leads over the VTSMX. Perhaps of more importance are the positive values showing up for the Sortino and Retirement Ratios.   [Table=49] * Insufficient data. Platinum memberships are … [Read More...]

400 Level

International Equities: “Delta Factor” for Different Periods

After alluding to how "Delta Factor" projections might be used to enhance the performance of a portfolio, some attention needs to be paid to the time span selected for the analysis as it does make a difference.  To illustrate this point, I've selected a number of international equity ETF representing different countries.  Platinum members will see the list in the following … [Read More...]

“Delta Factor” for Wide Array of ETFs

One reader requested to see what the "Delta Factor" looks like for a wide array of ETFs.  Platinum readers will see the "Delta Factor" for two different periods, three and four years.  If sufficient data were available for these ETFs, I would have displayed a five-year "Delta Factor."  Looking at the two slides below, the time frame selected makes a … [Read More...]