Portfolio Performance Data Table For Eleven Portfolios: 22 June 2012

After missing last week, here is the latest portfolio performance data for the eleven portfolios tracked at ITA Wealth Management.  Seven of the eleven gained ground on the VTSMX over the past two weeks and the other four held even.  Those that pulled ahead of the benchmark were: Curie, Newton, Einstein, Kepler, Bohr, Kenilworth, and Gauss.  Since I made some asset allocation adjustments in a number of portfolios, it is not fair to compare results with the ITA Index as the customized benchmark was impacted by those Strategic Asset Allocation changes.

In general, most of the portfolios gained a bit of ground on the Sortino and Retirement Ratios – but not all.  What helped the Retirement Ratio was the decline in the inflation rate to 1.7%. 

While it is much too early to gloat, it appears as if the ITA Risk Reduction (ITARR) model is working.  I think part of the reason we improved on the VTSMX over the past two weeks has to do with recent revival in developed and emerging markets.  Snap-backs in VEU and VWO, even though we hold very small amounts, did help to push the portfolios higher.

Not all dividends are recorded for June, so a few portfolios actually had superior results to what is recorded in the table.

Portfolio Performance - 06/22/2012

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 06/22/12 12/26/07 TLH SS 3.9% -0.1% 4.0% 1.5% 2.3% 1.28 1.37 0.40
Newton 06/22/12 06/02/08 TLH SS 6.7% 5.9% 0.9% 6.3% 0.5% 0.27 0.06 0.06
Schrodinger 06/22/12 12/01/00 TLH SS 4.4% 2.6% 1.8% 3.1% 1.3% NA 6.06 226.5
Einstein 06/22/12 06/30/08 TLH SS 8.6% 7.4% 1.2% 9.3% -0.7% 0.24 0.03 0.03
Kepler 06/22/12 11/01/08 TLH SS 12.5% 11.3% 1.2% 13.8% -1.3% 0.15 0.02 0.02
Bohr 06/22/12 08/14/08 TLH SS 7.8% 6.3% 1.5% 4.8% 3.0% 0.39 0.12 0.12
Kenilworth 06/22/12 08/18/10 TLH SS 3.2% 3.8% -0.6% 7.7% -4.6% 0.94 -0.01 -0.01
Maxwell 06/22/12 12/25/00 TLH SS 1.7% 4.9% -3.2% 4.2% -2.5% NA -0.05 -0.05
Euclid 06/22/12 06/30/99 TLH SS 2.1% 3.3% -1.2% 4.3% -2.2% NA -0.08 -0.04
Madison 06/22/12 03/13/08 TLH SS 4.1% 5.3% -1.3% 6.9% -2.8% -0.67 -1.01 -1.01
Gauss 06/22/12 12/27/11 TLH SS 1.0% 5.7% -4.7% 9.2% -8.3% -0.43* -0.03* -0.03*

About Lowell

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