Portfolio Performance: 29 October 2011

This has been a great week for the ITA Wealth Management portfolios.  Not only did we see absolute gains for all portfolios, but there were many relative gains when measured against the VTSMX and ITA Index benchmarks.  Not every portfolio showed relative gains, but in general the Sortino and Retirement ratios increased in value.  Inflation held the same since last week.  While inflation does not impact the Sortino ratio, it does affect the Retirement ratio.

The ITA Index showed major changes in the Maxwell and Euclid portfolios as the Strategic Asset Allocation (SAA) was changed for these portfolios in preparation for full activation of the ITA Risk Reduction model.

Below is the October 28th data table.  Examine it carefully and if you have any questions, drop them in the Comments section.  Questions and comments are highly encouraged.

Portfolio Performance - 10/28/2011

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 08/31/2011 07/21/1999 Captool 2.4% NA NA 1.71% 0.69% 0.05 NA NA
Curie 10/28/2011 12/26/2007 TLH SS 4.6% 0.3% 4.3% 0.8% 3.7% NA 6.4 -0.5
Mosaic2 08/31/2011 07/19/1999 Captool 4.68% NA NA 1.53% 3.15% 0.16 NA NA
Newton 10/28/2011 06/02/2008 TLH SS 8.0% 4.9% 3.2% 6.0% 2.0% NA 1.5 1.5
Passive Port. 09/30/2011 12/01/2000 Captool 3.39% NA NA 2.03% 1.36% 0.69 NA NA
Schrodinger 10/28/2011 12/01/2000 TLH SS 4.7% 3.2% 1.5% 2.9% 1.8% NA 15.2 -1.6
Jane 09/30/2011 02/14/1997 Captool 7.71% NA NA 5.06% 2.65% 0.54 NA NA
Einstein 10/28//2011 06/30/2008 TLH SS 10.9% 10.7% 0.2% 8.5% 2.4% NA 1.1 1.1
Gauss 09/30/2011 02/19/1997 Captool 7.86% NA NA 5.03% 2.83% 0.23 NA NA
Kepler 10/28/2011 11/01/2008 TLH SS 14.8% 14.7% 0.1% 15.4% -0.6% NA -0.23 -0.23
Scrappy 09/30/2011 08/14/2008 Captool 5.37% NA NA -0.73% 6.1% NA NA NA
Bohr 10/28/2011 08/14/2008 TLH SS 9.8% 10.1% -0.3% 4.4% 5.4% NA 3.3 3.0
Kenilworth 10/28/2011 08/18/2010 TLH SS 5.7% 9.5% -3.8% 9.9% -4.2% NA -0.03 -0.03
Franklin 10/28/2011 05/6/2011 TLH SS -1.5% -3.4% 1.8% -8.2% 6.7% NA 0.05* -0.05*
Projects 09/30/2011 12/01/2000 Captool 3.74% NA NA 2.12% 1.62% 1.29 NA NA
Washington 09/30/2011 06/18/1999 Captool 2.19% NA NA 1.93% 0.26% 0.28 NA NA
Maxwell 10/28/2011 12/25/2000 TLH SS 0.9% 13.0% -12.0% 4.0% -3.1% NA -0.10 -0.13
Adams 09/30/2011 06/18/1999 Captool 2.9% NA NA 1.93% 0.97% 0.73 NA NA
Euclid 10/28/2011 06/30/1999 TLH SS 2.0% 28.7% -26.7% 4.1% -2.1% NA -0.09 -0.13
Jefferson 09/30/2011 06/13/2006 Captool 3.31% NA NA -0.48% 3.83% NA NA NA
Madison 10/28/2011 03/13/2008 TLH SS 5.1% 12.5% -7.4% 7.1% -2.1% NA -0.09 -0.09