Portfolio Performance – 22 October 2010

The following data table exhibits the latest portfolio performance information through October 22. Two critical measurements are found in the last two columns, the Sortino Ratio (SR) and the Retirement Ratio (RR). Of the ten portfolios tracked using the TLH spreadsheet, most showed a slight decline in the SR and RR values since last posted. Other data to pay attention to is the difference between the portfolio performance and the IRR value for the VTSMX benchmark. We want that value to be positive and as high as possible. Anything over zero is considered to be excellent.

If anyone is interested in how the SR and RR values are calculated, just ask or do a search on this blog. To really understand the calculation, one needs to dig into the SR worksheet found within the TLH spreadsheet.

Overall, we are extremely pleased with the performance results.

Portfolio Performance - 10/22/2010

Portfolio Last Update Launch Date Tracking Tool Port. IRR ITA Index Diff Port. vs. ITA Index VTSMX IRR Diff. Port. vs. VTSMX Index IR SR RR
AA-Mosaic 09/301/2010 07/21/1999 Captool 1.95% NA NA -0.42% 2.37% 0.05 NA NA
Curie 10/22/2010 12/26/2007 TLH SS 3.7% -0.9% 4.6% -2.7% 6.4% NA 9.3 2.3
Mosaic2 09/30/2010 07/19/1999 Captool 4.37% NA NA -0.61% 4.98% 0.15 NA NA
Newton 10/22/2010 06/02/2008 TLH SS 8.5% 4.3% 4.2% 4.4% 4.1% NA 10.2 10.2
Passive Port. 09/30/2010 12/01/2000 Captool 4.73% NA NA 0.02% 4.71% 0.68 NA NA
Schrodinger 10/22/2010 12/01/2000 TLH SS 4.9% 12.8% -8.0% 2.0% 2.9% NA 10.9 10.9
Jane 09/30/10 02/14/1997 Captool 8.69% NA NA 3.07% 5.62% 0.53 NA NA
Einstein 10/22/2010 06/30/2008 TLH SS 14.0% 22.8% -8.8% 8.4% 5.7% NA 6.0 6.0
Gauss 09/30/2010 02/19/1997 Captool 8.86% NA NA 3.04% 5.82% 0.22 NA NA
Kepler 10/22/2010 11/01/2008 TLH SS 22.6% 32.8% -10.3% 18.9% 3.7% NA 5.5 5.5
Scrappy 09/30/2010 08/14/2008 Captool 10.53% NA NA -4.12% 14.65% NA NA NA
Bohr 10/22/2010 08/14/2008 TLH SS 12.0% 15.1% -3.1% 1.7% 10.3% NA 9.8 8.2
Kenilworth 10/22/2010 08/18/2010 TLH SS 52.3% 30.6% 21.7% 61.0% -8.7% NA 0.6* 0.6*
Projects 09/30/2010 12/01/2000 Captool 4.93% NA NA 0.02% 4.91% 1.31 NA NA
Washington 09/30/2010 06/18/1999 Captool 2.77% NA NA -0.19% 2.96% 0.27 NA NA
Maxwell 10/22/2010 12/25/2000 TLH SS 0.2% 1.7% -1.5% 3.0% -2.8% NA -1.5 -1.5
Adams 09/30/2010 06/18/1999 Captool 2.84% NA NA -0.19% 3.03% 0.70 NA NA
Euclid 10/22/2010 06/30/1999 TLH SS -1.6% 0.5% -2.1% 3.1% -4.7% NA -1.6 -1.6
Jefferson 09/30/2010 03/13/2008 Captool 5.36% NA NA -3.63% 9.26% NA NA NA
Madison 10/22/2010 03/13/2008 TLH SS 5.9% 1.6% 4.3% 6.6% -0.7% NA -1.1 -1.1