Portfolio Performance: 22 April 2011

ITA Wealth Management Portfolio Data

While absolute performance or IRR values increased for the individual portfolios, most gave ground on a relative basis to both the ITA Index and the VTSMX benchmarks.  In several cases, the Sortino Ratio (SR) and Retirement Ratio (RR) increased, a positive sign.  Anecdotal evidence points to the portfolio's performing better relative to their benchmarks in flat or declining markets, but lag the benchmarks in an up market.  Hard evidence is needed to see if this is true over long periods of time.

Of the seven portfolios available to Platinum members, six are outperforming the VTSMX benchmark while only one is doing better than the ITA Index.  This is about what we expect.  Only the Kenilworth is lagging the VTSMX and it is such a young portfolio the data is not useful.

Portfolio Performance - 04/22/2011

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 03/31/2011 07/21/1999 Captool 2.86% NA NA 1.30% 1.56% 0.05 NA NA
Curie 04/22/2011 12/26/2007 TLH SS 6.4% 1.2% 5.1% 2.3% 4.1% NA 12.1 5.0
Mosaic2 03/31/2011 07/19/1999 Captool 5.12% NA NA 1.31% 3.81% 0.15 NA NA
Newton 04/22/2011 06/02/2008 TLH SS 10.6% 14.1% -3.4% 8.9% 1.8% NA 2.1 2.1
Passive Port. 03/31/2011 12/01/2000 Captool 5.45% NA NA 3.3% 2.15% 0.70 NA NA
Schrodinger 04/22/2011 12/01/2000 TLH SS 5.7% 6.1% -0.4% 3.5% 2.2% NA 4.3 1.9
Jane 03/31/2011 02/14/1997 Captool 9.35% NA NA 5.25% 4.1% 0.54 NA NA
Einstein 04/22/2011 06/30/2008 TLH SS 16.4% 19.5% -3.1% 12.5% 3.9% NA 4.8 4.8
Gauss 03/31/2011 02/19/1997 Captool 9.52% NA NA 2.93% 3.25% 0.22 NA NA
Kepler 04/22/2011 11/01/2008 TLH SS 21.7% 24.8% -3.1% 21.3% 0.5% NA 0.3 0.3
Scrappy 03/31/2011 08/14/2008 Captool 13.58% NA NA 6.9% 6.68% NA NA NA
Bohr 04/22/2011 08/14/2008 TLH SS 14.0% 14.6% -0.6% 7.1% 6.9% NA 5.5 5.5
Kenilworth 04/22/2011 08/18/2010 TLH SS 28.3% 31.8% -3.6% 35.7% -7.5% NA -0.05* -0.05*
Projects 03/31/2011 12/01/2000 Captool 5.83% NA NA 3.02% 2.81% 1.30 NA NA
Washington 03/31/2011 06/18/1999 Captool 3.18% NA NA -0.18% 3.36% 0.28 NA NA
Maxwell 04/22/2011 12/25/2000 TLH SS 1.0% 10.5% -9.5% 5.0% -4.0% NA -0.16 -0.19
Adams 03/31/2011 06/18/1999 Captool 3.55% NA NA -0.18% 3.73% 0.71 NA NA
Euclid 04/22/2011 06/30/1999 TLH SS 1.9% 10.0% -8.1% 5.1% -3.2% NA -0.14 -0.14
Jefferson 03/31/2011 03/13/2008 Captool 6.11% NA NA -3.05% 9.16% NA NA NA
Madison 04/22/2011 03/13/2008 TLH SS 6.5% 42.5% -36.0% 11.3% -4.8% NA -0.22 -0.22

About Lowell

Retired physics teacher. My hobbies are photography, reading and classical music. And my latest hobby - taking care of my dog, Kipling.