100 Level

Four Security Portfolio

The following four security portfolio was recommended for testing by a Platinum member.  FTIIX was substituted for other index funds as the first and second choices did not have sufficient historical data for the Quantext Portfolio Planner (QPP) analysis.  The following screen shot shows the projections for VTI, VEU, BND, and FTIIX. QPP Analysis:  One quick observation is the lack of … [Read More...]

Conservative Portfolio

Yesterday, a user of the Quantext Portfolio Planner posted a conservative portfolio made up of some core ETFs and a number of individual stocks. Using slightly different assumptions, the Portfolio Report is shown below and further down the page is the "Delta" worksheet, something I have not posted for weeks. While the projected Return/Risk ratio is low (6.76/8.71), one is not going to … [Read More...]

300 Level

Asset Allocation Changes

Waterford, Virginia With the broad market hovering as high as it is, now is a good time to take a careful look at the asset allocation plan for each portfolio.  If one needs to rebalance and sell over allocated asset classes, now is the time to make those adjustments.  I am looking at a number of portfolios, particularly when it comes to the equity/bond ratio.  In taxable accounts, … [Read More...]

Dividend Stock List

ITA Platinum members looking for dividend growth stocks will find this list of interest.  I am not recommending any companies for purchase, but rather throwing out a list of companies that passed stringent screens.  Do your own research before making any investment decisions. The following information is not for publication elsewhere on the Internet. … [Read More...]

200 Level

Portfolio Development: Thinking Through First Steps

Several readers have been asking for advice as to which portfolio to follow and is there any philosophy behind the different portfolios?  The portfolios are owned by many different individuals so the portfolios are designed with those investors in mind.  I have had a major role in the Strategic Asset Allocation (SAA) plans of each.  Individual investors differ in their income and … [Read More...]

Simplified “Holy Grail” Portfolio: A 12-ETF Approach

12-ETF Portfolio Following up on yesterday's blog post, here is a simplified revision of the "Holy Grail" portfolio.  Any time one can reduce the number of holdings and improve the return and volatility projections, give the new portfolio high marks.  The following group of twelve (12) ETFs provides a higher Return/Risk ratio than the portfolio discussed yesterday.  … [Read More...]

400 Level

Balancing Risk Over A Ten ETF Portfolio

In response to a Platinum member, the following QPP analysis is set up in a manner to equalize risk across the different ETFs rather than set up a capitalization asset allocation.  Note that I am using a 56-month time frame as I wanted to span the last bear market while avoiding any short-record issues with ETFs that have not been in existence for five years. To come up with the percentages … [Read More...]

QPP Analysis for Equity ETFs

It has been over a month since I last ran a "Delta Factor" analysis on equity holdings.  Platinum members will not be surprised when you see what ETFs are showing up as potential buying opportunities.  Keep in mind that the "Delta Factor" is a reversion-to-the-mean analysis.  What this means is that ETFs recently hammered into the ground are going to show up as a … [Read More...]