Oct 31
Portfolio Performance Data Table
Below is a data table with updates for a number of portfolios tracked using the TLH spreadsheet. Next week all portfolios should be updated once the broker statements are available. The spreadsheet is now set up to calculate the Information Ratio (IR), the far right column of the spreadsheet. This value is one of the most important ratios when it comes to portfolio management as it tells the viewer if the manager is adding value to the portfolio and at what risk. The higher the number the better.
All but two of the portfolios are performing better than the VTSMX benchmark. Several portfolios are lagging the ITA Index and that is due to asset classes out of balance. In several cases, emerging markets was not fully populated when that asset class had a great run.
Photograph: Fat City Cafe in Multnomah Village.
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Portfolio Performance 10/30/2009
| Portfolio | Last Updated | Launch Date | Tracking Tool | Port. IRR | ITA Index | Diff Port. vs. ITA Index | VTSMX IRR | Diff Port. vs. VTSMX IRR | IR |
|---|---|---|---|---|---|---|---|---|---|
| AA-Mosaic | 9/30/2009 | 7/21/1999 | Captool | 0.9% | NA | NA | -0.8% | 1.7% | 0.02 |
| Curie | 10/30/2009 | 12/26/2007 | TLH SS | -6.1% | -25.0% | 18.9% | -14.1% | 8.0% | 4.2* |
| Mosaic2 | 9/30/2009 | 7/19/1999 | Captool | 0.7% | NA | NA | -0.8% | 1.5% | 0.14 |
| Newton | 10/30/2009 | 6/02/2008 | TLH SS | -0.5% | -4.9% | 4.4% | -5.9% | 5.4% | 4.0 |
| Passive Port. | 9/30/2009 | 12/01/2000 | Captool | 3.7% | NA | NA | -1.2% | 4.9% | 0.66 |
| Schrodinger | 10/30/2009 | 12/01/2000 | TLH SS | 2.9% | -1.3% | 4.2% | 0.1% | 2.8% | 2.6 |
| Jane | 9/30/2009 | 2/14/1997 | Captool | 6.7% | NA | NA | -0.8% | 7.5% | 0.33 |
| Einstein | 10/30/2009 | 6/30/2008 | TLH SS | 6.7% | 21.8% | -15.1% | 1.3% | 5.4% | 5.4 |
| Gauss | 9/30/2009 | 2/19/1997 | Captool | 0.1% | NA | NA | -0.8% | 0.9% | -0.01 |
| Kepler | 10/30/2009 | 11/01/2008 | TLH SS | 23.7% | 31.8% | -8.1% | 19.1% | 4.6% | 4.6 |
| Scrappy | 9/30/2009 | 8/14/2008 | Captool | 8.3% | NA | NA | -15.9% | 24.2% | NA |
| Bohr | 10/30/2009 | 8/14/2008 | TLH SS | 5.6% | 10.0% | -4.4% | -10.9% | 16.5% | 3.6* |
| Projects | 9/30/2009 | 12/01/2000 | Captool | 4.9% | NA | NA | -1.2% | 6.1% | 1.37 |
| Washington | 9/30/2009 | 6/18/1999 | Captool | 1.6% | NA | NA | -0.8% | 2.4% | 0.18 |
| Maxwell | 10/30/2009 | 12/25/2000 | TLH SS | -1.5% | -2.6% | 1.1% | 0.5% | -1.0% | -1.1 |
| Adams | 9/30/2009 | 6/18/1999 | Captool | 1.3% | NA | NA | -0.8% | 2.1% | 0.57 |
| Euclid | 10/30/2009 | 6/30/1999 | TLH SS | -2.0% | -3.7% | 1.7% | 0.3% | -1.7% | -0.95 |
| Jefferson | 9/30/2009 | 3/13/2008 | Captool | 4.6% | NA | NA | -12.1% | 16.7% | NA |
| Madison | 10/30/2009 | 3/13/2008 | TLH SS | 2.4% | -6.6% | 9.0% | -2.4% | 4.8% | 1.2* |
Sphere: Related Content
November 1st, 2009 at 5:50 pm
Refresh your browser a few times to make sure you have the correct data table. I needed to make a few minor corrections.
Lowell