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Mar 31 2008

AA-Mosaic Portfolio Performance – 3/31/2008

Tag: Miscellaneous — Physlab @ 5:00 pm

The AA-Mosaic Portfolio ended the first three months with a negative 9.4% IRR (-9.4%). It is not easy bucking a strong negative market, as shown by the negative VTSMX which ended down 27.5% (-27.5%). These are annualized numbers so they are not quite as bad as they look.

Photograph: The market is as tired as Colter.

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Mar 31 2008

Passive Funds Differ

Tag: ETFs, Miscellaneous — Physlab @ 10:30 am

Photograph: Taken in the jungle of Peru.

The following article was recommended to me and I wish to pass the reference on to others. The article, “Not All Passively Managed Funds are Created Equal,” was written by Larry Swedroe, author of a book I highly recommend, “What Wall Street Doesn’t Want You To Know.“

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Mar 30 2008

Low Risk MVO Graph

Tag: Miscellaneous — Physlab @ 11:00 am

Here is an example of a low risk portfolio. Note in this case the Mean Variance Optimization (MVO) software is recommending 5% (maximum constraint) be invested in AGG (bonds). The expected return is lower and the risk is lower. Excuse the large graph, but I wanted to make it as readable as possible. It should look find on 19″ to 24″ monitors.

Here is additional material as to how to interpret the graph below.

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“If past history was all there was to the game, the richest people would be librarians.
”
by Warren Buffett
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