ITA Portfolio Performance Data Sheet: 16 November 2012

While all portfolios declined in value over the past two weeks, the good news is that every portfolio, without exception, gained ground on both the ITA Index and VTSMX benchmarks.  Yes, you read correctly.  Every portfolio picked up basis points on both critical benchmarks.

While none of these accounts are particularly set up as defensive portfolios, all reacted this way as none declined as much as either benchmark.  What I find surprising is that there was not one exception to gaining ground on the ITA Index as that benchmark is keyed to each portfolio and one would expect at least one or two situations where the index gained ground on the portfolio.  Not so over the past two weeks.

IR = Information Ratio

SR = Sortino Ratio

RR = Retirement Ratio

Portfolio Performance - 11/16/2012

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 11/16/12 12/26/07 TLH SS 4.3% 2.9% 1.4% 2.2% 2.2% 0.41 0.44 0.03
Newton 11/16/12 06/02/08 TLH SS 6.9% 7.2% -0.3% 6.7% 0.2% -0.10 -0.02 -0.02
Schrodinger 11/16/12 12/01/00 TLH SS 4.7% 3.6% 1.1% 3.3% 1.4% NA -0.21 0.10
Einstein 11/16/12 06/30/08 TLH SS 9.1% 8.5% 0.6% 9.3% -0.2% 0.12 0.01 0.01
Kepler 11/16/12 11/01/08 TLH SS 12.1% 11.9% 0.2% 13.1% -1.1% 0.02 0.00 0.00
Bohr 11/16/12 08/14/08 TLH SS 8.1% 7.6% 0.5% 5.3% 2.8% 0.14 0.04 0.04
Kenilworth 11/16/12 08/18/10 TLH SS 4.8% 5.4% -0.6% 7.6% -2.8% 0.86 -0.01 -0.01
Maxwell 11/16/12 12/25/00 TLH SS 1.5% 6.7% -5.2% 4.5% -3.0% NA -0.09 -0.09
Euclid 11/16/12 06/30/99 TLH SS 2.5% 5.7% -3.2% 4.6% -2.1% NA -0.08 -0.12
Madison 11/16/12 03/13/08 TLH SS 4.3% 5.6% -1.3% 7.2% -2.9% -0.71 -0.98 -0.98
Gauss 11/16/12 12/27/11 TLH SS 4.0% 3.7% 0.3% 8.5% -4.5% 0.03 0.00 0.00

To view how the broad markets and sectors of the market are performing, link to this site to check the current Bullish Percent Indicators.

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