Einstein Portfolio Update: 30 October 2012

If you compare the performance numbers in this blog post with the prior performance data table, you might find slight differences in the Einstein as the performance table did not include recent purchases of the commodities, DBC or a number of dividends.  Some time ago I sold off DJP as I am no longer a fan of ETNs, a slightly different animal than ETFs.  Platinum members will find the Einstein asset classes are in balance with the exception of Cash.  I don’t worry much about Cash other than to allocate it to under weighted asset classes.

Platinum membership is available for a mere $5.00 per month.

The key Sortino and Retirement Ratios are positive, a very good sign the portfolio is well-managed.

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Portfolio Performance Data Table: 30 October 2012

Since the last portfolio performance update over a month ago, every portfolio with exception of the Euclid gained ground on the VTSMX benchmark.  All portfolios except for the Euclid and the Einstein gained ground on the ITA Index, the benchmark that is customized to measure relative performance for each portfolio.  These performance gains also improved the Sortino and Retirement Ratios.

In some cases the gains were significant while in others the improvement amounted to one or two tenth of a percentage point.  Nevertheless, October was a tough month and the portfolios, due to the various strategic asset allocation plans, performed reasonably well.  Had commodities (DBC) held up, the results would have been better.

The results are encouraging and we hope this trend will continue through November and December.

Portfolio Performance - 10/29/2012

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
Curie 10/19/12 12/26/07 TLH SS 4.7% 3.7% 1.0% 2.9% 1.8% 0.32 0.33 0.32
Newton 10/19/12 06/02/08 TLH SS 7.4% 7.9% -0.5% 7.5% -0.1% -0.16 -0.04 -0.04
Schrodinger 10/19/12 12/01/00 TLH SS 4.9% 4.0% 0.9% 3.6% 1.3% NA -0.20 0.8
Einstein 10/19/12 06/30/08 TLH SS 9.8% 9.4% 0.4% 10.5% -0.7% 0.09 0.01 0.01
Kepler 10/19/12 11/01/08 TLH SS 12.9% 13.0% -0.1% 14.6% -1.7% -0.01 0.00 0.00
Bohr 10/19/12 08/14/08 TLH SS 8.9% 8.8% 0.1% 6.4% 2.5% 0.1 0.00 0.00
Kenilworth 10/19/12 08/18/10 TLH SS 6.2% 7.4% -1.2% 11.0% -4.8% 0.88 -0.01 -0.01
Maxwell 10/19/12 12/25/00 TLH SS 1.8% 7.7% -5.9% 5.0% -3.2% NA -0.10 -0.10
Euclid 10/19/12 06/30/99 TLH SS 2.8% 7.0% -4.2% 5.2% -2.3% NA -0.08 -0.15
Madison 10/19/12 03/13/08 TLH SS 5.0% 6.9% -1.9% 8.5% -3.4% -0.84 -1.18 -1.18
Gauss 10/19/12 12/27/11 TLH SS 7.4% 7.4% 0.0% 14.7% -7.3% 0.00 0.00 0.00