Portfolio Performance Data

Portfolio Performance Data Table

Below is the weekly update for portfolio performance. If you are comparing SR and RR values from past weeks, there are some major shifts in the values as I corrected a bug in the semi-variance calculation. Some of those corrections took place last week, other changes were made this week. I still need to do some close "desk checking" as there are still two portfolios that don't look quite right.

The weekly changes were minor, but in general, the VTSMX benchmark gain a small amount of ground on several of the portfolios. As we come out of the recession/depression, Large-Cap stocks are doing better than the smaller companies and that aids the VTSMX as it is heavily weighted toward Large-Cap stocks.

Portfolio Performance - 11/19/2010

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 11/19/2010 12/26/2007 TLH SS 3.7% -0.4% 4.1% -1.9% 5.6% NA 15.0 4.3
Mosaic2 09/30/2010 07/19/1999 Captool 4.37% NA NA -0.61% 4.98% 0.15 NA NA
Newton 11/19/2010 06/02/2008 TLH SS 8.3% 4.6% 3.7% 5.2% 3.1% NA 3.6 3.6
Passive Port. 10/29/2010 12/01/2000 Captool 4.9% NA NA 2.0% 2.9% 0.69 NA NA
Schrodinger 11/19/2010 12/01/2000 TLH SS 4.9% 10.1% -5.3% 2.2% 2.7% NA 5.1 5.1
Jane 09/30/2010 02/14/1997 Captool 8.69% NA NA 3.07% 5.62% 0.53 NA NA
Einstein 11/19/2010 06/30/2008 TLH SS 13.7% 20.1% -6.4% 9.0% 4.7% NA 1.6 1.6
Gauss 09/30/2010 02/19/1997 Captool 8.86% NA NA 3.04% 5.82% 0.22 NA NA
Kepler 11/19/2010 11/01/2008 TLH SS 22.1% 32.2% -10.1% 19.3% 2.8% NA 1.1 1.1
Scrappy 09/30/2010 08/14/2008 Captool 10.53% NA NA -4.12% 14.65% NA NA NA
Bohr 11/19/2010 08/14/2008 TLH SS 11.5% 13.6% -2.1% 2.6% 8.9% NA 4.5 3.8
Kenilworth 11/19/2010 08/18/2010 TLH SS 29.6% 22.1% 7.6% 43.9% -14.3% NA -0.1* -0.1*
Projects 10/29/2010 12/01/2000 Captool 5.1% NA NA 0.02% 4.9% 1.32 NA NA
Washington 10/29/2010 06/18/1999 Captool 2.9% NA NA 3.1% -0.2% 0.27 NA NA
Maxwell 11/19/2010 12/25/2000 TLH SS 0.3% 2.0% -1.6% 3.3% -3.0% NA -0.2 -0.2
Adams 10/29/2010 06/18/1999 Captool 2.3% NA NA 3.1% -0.8% 0.70 NA NA
Euclid 11/19/2010 06/30/1999 TLH SS 0.6% 1.0% -0.4% 3.3% -2.7% NA -0.1 -0.1
Jefferson 10/29/2010 03/13/2008 Captool 5.9% NA NA 6.6% -0.7% NA NA NA
Madison 11/19/2010 03/13/2008 TLH SS 5.5% 1.9% 3.6% 7.3% -1.9% NA -0.4 -0.4

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Photograph: Longboat Key – Sarasota, FL