Portfolio Performance: 15 July 2011

Photograph: Mercedes

All portfolios tracked using the TLH Spreadsheet lost ground this week.  Those are the absolute results.  On a relative basis, the vast majority gained ground on either or both the ITA Index and VTSMX benchmarks.  Most portfolios also picked up strength with both the Sortino and Retirement ratios.  Inflation dipped 0.01%, a modest positive signal.

Asset allocation and wide diversification continues to work well with a wide variety of portfolio.  The batting average is not 1.000, but it is quite high when compared to actively managed mutual funds.


Portfolio Performance - 07/15/2011

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 06/30/2011 07/21/1999 Captool 2.86% NA NA 1.61% 1.25% 0.05 NA NA
Curie 07/15/2011 12/26/2007 TLH SS 5.6% 1.8% 3.8% 1.8% 3.8% NA 12.0 0.2
Mosaic2 06/30/2011 07/19/1999 Captool 5.05% NA NA 1.43% 3.62% 0.16 NA NA
Newton 07/15/2011 06/02/2008 TLH SS 9.4% 7.1% 2.3% 7.7% 1.7% NA 1.1 1.1
Passive Port. 06/30/2011 12/01/2000 Captool 5.35% NA NA 3.1% 2.25% 0.70 NA NA
Schrodinger 07/15/2011 12/01/2000 TLH SS 5.3% 4.7% 0.5% 3.3% 2.0% NA 16.0 -0.21
Jane 06/30/2011 02/14/1997 Captool 9.23% NA NA 4.91% 4.32% 0.54 NA NA
Einstein 7/15//2011 06/30/2008 TLH SS 14.2% 11.8% 2.3% 10.9% 3.3% NA 5.1 5.1
Gauss 06/30/2011 02/19/1997 Captool 9.4% NA NA 4.88% 4.52% 0.23 NA NA
Kepler 07/15/2011 11/01/2008 TLH SS 18.8% 18.9% -0.1% 18.6% 0.2% NA 0.09 0.09
Scrappy 06/30/2011 08/14/2008 Captool 12.88% NA NA 6.0% 6.88% NA NA NA
Bohr 07/15/2011 08/14/2008 TLH SS 12.6% 12.3% 0.3% 6.0% 6.6% NA 8.9 6.8
Kenilworth 07/15/2011 08/18/2010 TLH SS 14.2% 16.6% -2.3% 19.3% -5.1% NA -0.03 -0.03
Franklin 07/15/2011 05/6/2011 TLH SS -4.07% -6.7% 2.7% -6.0% 2.0% NA -0.01* -0.06*
Projects 06/30/2011 12/01/2000 Captool 5.67% NA NA 2.02% 3.65% 1.33 NA NA
Washington 06/30/2011 06/18/1999 Captool 3.28% NA NA 1.72% 1.56% 0.28 NA NA
Maxwell 07/15/2011 12/25/2000 TLH SS 1.1% 8.9% -7.8% 4.5% -3.4% NA -0.12 -0.10
Adams 06/30/2011 06/18/1999 Captool 3.64% NA NA 4.2% -0.56% 0.72 NA NA
Euclid 07/15/2011 06/30/1999 TLH SS 2.0% 9.8% -7.8% 4.6% -2.7% NA -0.12 -0.16
Jefferson 06/30/2011 06/13/2006 Captool 6.05% NA NA -0.82% 6.87% NA NA NA
Madison 07/15/2011 03/13/2008 TLH SS 5.8% 8.8% -3.0% 9.2% -3.4% NA -0.14 -0.14