Portfolio Performance: 5 November 2010

Portfolio Performance

The market this past week reminded me a bit of market action in the late 1990s in that it was very difficult to outperform the S&P 500. In our case, we use the total market index, VTSMX, as a primary benchmark and it was a challenge for any of the ten portfolios tracked using the TLH spreadsheet to do better than that benchmark. The Retirement Ratio (RR) remained the same for the Einstein and Bohr portfolios. The Curie showed a slight gain, no mean accomplishment in this market. Otherwise, all the remaining seven portfolios lost ground to both the Sortino Ratio (SR) and the Retirement Ratio (RR). The data table is published below.

Pay particular attention to the two Reward/Risk ratios and to the column that measures the difference between the IRR for the portfolio and the IRR for the VTSMX benchmark.

The following data table is one of the unique features of ITA Wealth Management. I know of no other blog that presents portfolio data to the degree we do here at ITA. If anyone finds such a blog, be sure to post the link in the comments section as we are always searching for detailed examples of how other investors are setting up their portfolios.

Portfolio Performance - 11/05/2010

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 11/5/2010 12/26/2007 TLH SS 4.7% 2.1% 2.6% -1.3% 6.0% NA 8.6 3.8
Mosaic2 09/30/2010 07/19/1999 Captool 4.37% NA NA -0.61% 4.98% 0.15 NA NA
Newton 11/5/2010 06/02/2008 TLH SS 9.9% 6.4% 3.3% 6.2% 3.6% NA 9.0 9.0
Passive Port. 09/30/2010 12/01/2000 Captool 4.73% NA NA 0.02% 4.71% 0.68 NA NA
Schrodinger 11/5/2010 12/01/2000 TLH SS 5.1% 13.9% -8.7% 2.4% 2.7% NA 10.2 10.2
Jane 09/30/10 02/14/1997 Captool 8.69% NA NA 3.07% 5.62% 0.53 NA NA
Einstein 11/5/2010 06/30/2008 TLH SS 15.7% 24.9% -9.2% 10.2% 5.5% NA 5.9 5.9
Gauss 09/30/2010 02/19/1997 Captool 8.86% NA NA 3.04% 5.82% 0.22 NA NA
Kepler 11/5/2010 11/01/2008 TLH SS 24.3% 35.7% -11.4% 20.7% 3.5% NA 5.2 5.2
Scrappy 09/30/2010 08/14/2008 Captool 10.53% NA NA -4.12% 14.65% NA NA NA
Bohr 11/5/2010 08/14/2008 TLH SS 13.4% 17.3% -4.0% 3.5% 9.9% NA 9.5 8.0
Kenilworth 11/5/2010 08/18/2010 TLH SS 66.5% 119.9% -53.4% 83.5% -17.0% NA -5.9* -5.9*
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 11/5/2010 12/25/2000 TLH SS 0.5% 3.1% -2.6% 3.6% -3.1% NA -1.6 -1.6
Adams 09/30/2010 06/18/1999 Captool 2.84% NA NA -0.19% 3.03% 0.70 NA NA
Euclid 11/5/2010 06/30/1999 TLH SS 1.0% 1.2% -0.2% 3.7% -2.7% NA -0.9 -0.9
Jefferson 09/30/2010 03/13/2008 Captool 5.36% NA NA -3.63% 9.26% NA NA NA
Madison 11/5/2010 03/13/2008 TLH SS 6.2% 3.1% 3.1% 8.4% -2.1% NA -1.9 -1.9