100 Level

QPP Analysis of Faber Ivy Ten Portfolio

Yesterday I analyzed the Faber-Richardson Five portfolio found in The Ivy Portfolio.  In this post, Platinum members will find the QPP analysis of the Faber-Rickardson Ten.  I used the same five-year time frame so readers can compare the two results.  Improvements and negatives come with this expanded portfolio. While the projected return moves up to 8.2%, we give up risk as the … [Read More...]

Quotes from Charles Ellis

"It's not how good you are that counts, but how good you are compared with your competitors." "The really impressive characteristic of investment returns is that the variation in year-to-year rates of return on common stocks dwarfs the average annual rate of return on stocks." "Investment policy is the foundation upon which portfolios should be constructed and … [Read More...]

300 Level

Ranking of Basic ETFs One Might Use In Portfolio Construction

From time to time I post the rankings of basic ETFs one might use to build a portfolio.  I'm always interested in seeing which ETFs are performing better than VTI, the total U.S. Equities ETF.  While this list is only a small sampling from all the ETFs that are available to investors, most of these are commission free to TDAmeritrade clients. This is not a "real" or actual portfolio operating … [Read More...]

Madison Portfolio Update: 18 April 2012

Examination of the eight critical asset classes held in the Madison show only commodities, as represented by DBC, is priced under its 195-Day EMA.  Both VEU and VWO are close to crossing below their respective EMAs so I will need to check those again a few hours after the market closes as it takes time for the index prices to settle out.  For now, I sold off the shares of DBC as there is … [Read More...]

200 Level

Asset Allocation: The Basic 17 Asset Classes

Much is made of the importance of asset allocation here at ITA Wealth Management.  Not all portfolios tracked on this blog use the seventeen asset classes, but we want to list the stable of assets we draw from depending on the size of the portfolio and goals of the investor.  Cash is included as one of the 17 in the data table shown below. Below the title row we have the three cap sizes ranging … [Read More...]

Portfolio Performance: 9 March 2012

Portfolio Performance:  The following table shows the performance data for eleven portfolios tracked here at ITA Wealth Management.  The ITA Index is a customized benchmark that one can develop within the TLH Spreadsheet.  The Sortino Ratio (SR) and Retirement Ratio (RR) are semi-variance calculations to determine portfolio risk or volatility. … [Read More...]

400 Level

Bullish Percent Indicators Update: 7 September 2012

Despite the strong market today, several sectors and one index handed the ball over to the defense.  Check the tables to see which areas of the market moved from X's in the right-hand column over to O's. … [Read More...]

Reducting Risk With The Euclid Portfolio

The 12th of the month is the day to closely examine each ETF used to populate the Euclid Portfolio, one of ITA Risk Reduction model portfolios.  While the markets have several hours before they close, it is highly unlikely any of the ETFs will change positions with their respective 195-Day Exponential Moving Averages (EMAs).  Here is the process I went through in my examination of the … [Read More...]