Portfolio Performance: 28 January 2011

Portfolio performance and risk is what it is all about, and here are the results as of 1/28/2011.  Nearly all portfolios gained on either the ITA Index or VTSMX benchmarks.  Several portfolios also showed improvement in the Sortino and Retirement Ratios.  Since today is the last business day of January, all portfolios will be updated by this coming weekend.  Platinum members using the SR worksheet inside the TLH spreadsheet will want to update that material after the market closes today.  I updated all the portfolios last Friday as I am entering the risk data twice a month in order to build information for the ITA Index at a faster rate.  I need a minimum of 36 data points for the ITA Index to be viable and I am still lacking that information in several portfolios.

 

Portfolio Performance - 01/28/2011

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 12/31/2010 07/21/1999 Captool 2.5% NA NA -0.4% 2.9% 0.05 NA NA
Curie 01/28/2011 12/26/2007 TLH SS 4.9% 0.8% 4.1% 0.5% 4.3% NA 12.2 4.9
Mosaic2 12/31/2010 07/19/1999 Captool 4.9% NA NA -0.6% 5.5% 0.15 NA NA
Newton 01/28/2011 06/02/2008 TLH SS 9.7% 12.7% -3.0% 7.2% 2.5% NA 3.0 3.0
Passive Port. 01/31/2011 12/01/2000 Captool 5.12% NA NA 1.25% 3.87% 0.69 NA NA
Schrodinger 01/28/2011 12/01/2000 TLH SS 5.1% 4.8% 0.3% 2.9% 2.1% NA 4.3 4.3
Jane 12/31/2010 02/14/1997 Captool 9.13% NA NA 3.01% 6.12% 0.53 NA NA
Einstein 01/28/2011 06/30/2008 TLH SS 14.7% 22.6% -7.9% 11.2% 3.5% NA 6.7 6.7
Gauss 12/31/2010 02/19/1997 Captool 9.32% NA NA 3.0% 6.3% 0.22 NA NA
Kepler 01/28/2011 11/01/2008 TLH SS 20.3% 22.0% -1.7% 20.6% -0.3% NA -0.1 -0.1
Scrappy 01/31/2011 08/14/2008 Captool 12.85% NA NA 5.6% 7.25% NA NA NA
Bohr 01/28/2011 08/14/2008 TLH SS 12.5% 4.5% 7.9% 5.3% 7.2% NA 0.5 0.5
Kenilworth 01/28/2011 08/18/2010 TLH SS 25.0% 28.3% -3.3% 42.4% -17.4% NA -0.1* -0.1*
Projects 01/31/2011 12/01/2000 Captool 5.6% NA NA 0.02% 5.58% 1.32 NA NA
Washington 01/31/2011 06/18/1999 Captool 3.13% NA NA -0.19% 3.32% 0.28 NA NA
Maxwell 01/28/2011 12/25/2000 TLH SS 0.6% 2.1% -1.4% 4.3% -3.6% NA -0.2 -0.2
Adams 01/31/2011 06/18/1999 Captool 3.39% NA NA -0.19% 3.58% 0.71 NA NA
Euclid 01/28/2011 06/30/1999 TLH SS 1.2% 8.7% -7.5% 4.3% -3.21% NA -0.1 -0.1
Jefferson 01/31/2011 03/13/2008 Captool 5.62% NA NA -3.21% 8.83% NA NA NA
Madison 01/28/2011 03/13/2008 TLH SS 5.4% 3.8% 1.6% 9.8% -4.4% NA -0.3 -0.3