Portfolio Performance: 4 November 2011

Below is the performance table for the 21 portfolios tracked here at ITA Wealth Management.  SR is the Sortino Ratio, IR represents the Information Ratio, and RR is our own Retirement Ratio.  I'm still in catchup mode so a number of portfolios are not current.  I will be working on updating all portfolios next week.  Readers will note the portfolios tracked using Captool software is only current at the end of the month.  Portfolios tracked by the TLH Spreadsheet can be updated any time.

It appears as if we gained back the losses incurred during the month of September.

Portfolio Performance - 11/04/2011

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 10/31/2011 07/21/1999 Captool 2.35% NA NA 2.0% 0.35% 0.05 NA NA
Curie 11/04/2011 12/26/2007 TLH SS 4.0% -0.6% 4.6% 0.2% 3.8% NA 6.5 -1.6
Mosaic2 09/30/2011 07/19/1999 Captool 4.04% NA NA 1.64% 2.4% 0.16 NA NA
Newton 11/07/2011 06/02/2008 TLH SS 7.3% 3.8% 3.5% 5.2% 2.1% NA 1.5 1.0
Passive Port. 10/31/2011 12/01/2000 Captool 4.5% NA NA 2.22% 2.28% 0.68 NA NA
Schrodinger 11/04/2011 12/01/2000 TLH SS 4.4% 2.7% 1.8% 2.6% 1.8% NA 15.2 -3.5
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 11/04/2011 05/6/2011 TLH SS -4.7% -8.5% 3.8% -12.0% 7.3% NA 0.05* -0.07*
Projects 10/31/2011 12/01/2000 Captool 5.04% NA NA 2.22% 2.82% 1.26 NA NA
Washington 10/31/2011 06/18/1999 Captool 2.89% NA NA 2.03% 0.86% 0.28 NA NA
Maxwell 11/03/2011 12/25/2000 TLH SS 0.6% 6.4% -5.8% 3.8% -3.1% NA -0.10 -0.14
Adams 10/31/2011 06/18/1999 Captool 3.5% NA NA 2.03% 1.47% 0.73 NA NA
Euclid 11/04/2011 06/30/1999 TLH SS 1.2% 11.1% -9.1% 3.8% -2.6% NA -0.12 -0.15
Jefferson 10/31/2011 06/13/2006 Captool 4.79% NA NA -0.36% 5.15% NA NA NA
Madison 11/04/2011 03/13/2008 TLH SS 4.7% 4.9% -0.2% 6.3% -1.6% NA -0.07 -0.07

Portfolio #4: Ages 56 – 65

As with the portfolio for ages 36 – 55, this portfolio covers a critical period in life.  This is a time when one can normally increase the monthly savings rate.  The children are likely educated and the house is, or will be paid off.  Extra dollars can be funneled into this portfolio.  As the investor moves toward retirement, the portfolio becomes more conservative in that holdings in equities is reduced.  Readers will note the increase in the percentage held in the treasury ETFs.  The shift in assets comes from IWN and VWO, two equity ETFs.

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