Nov 02
Updated Performance of Portfolios
Portfolios tracked using the Captool software have been updated. If one goes back to the last table produced in September, you will see that October lived up to its reputation as not the best month for equities.
Overall, the portfolios are doing very well with respect to the VTSMX benchmark and in most cases when measured against the tough ITA Index.
IR = Information Ratio
Portfolio Performance
| 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 | 10/30/2009 | 7/21/1999 | Captool | 0.2% | NA | NA | -1.7% | 1.9% | 0.06 |
| Curie | 11/3/2009 | 12/26/2007 | TLH SS | -5.4% | -24.4% | 19.0% | -13.4% | 8.0% | 4.2* |
| Mosaic2 | 10/30/2009 | 7/19/1999 | Captool | -0.2% | NA | NA | -1.6% | 1.4% | 0.15 |
| Newton | 11/6/2009 | 6/02/2008 | TLH SS | 1.1% | -3.3% | 4.4% | -3.3% | 4.4% | 3.3 |
| Passive Port. | 10/30/2009 | 12/01/2000 | Captool | 3.4% | NA | NA | -1.4% | 4.8% | 0.66 |
| Schrodinger | 11/03/2009 | 12/01/2000 | TLH SS | 3.4% | -1.0% | 4.4% | 0.2% | 3.2% | 2.9 |
| Jane | 10/30/2009 | 2/14/1997 | Captool | 4.8% | NA | NA | -1.7% | 6.5% | 0.27 |
| Einstein | 10/30/2009 | 6/30/2008 | TLH SS | 6.7% | 21.8% | -15.1% | 1.3% | 5.4% | 5.4 |
| Gauss | 10/30/2009 | 2/19/1997 | Captool | -0.6% | NA | NA | -1.7% | 1.1% | 0.05 |
| Kepler | 11/6/2009 | 11/01/2008 | TLH SS | 26.1% | 35.3% | -9.2% | 22.7% | 3.4% | 3.4 |
| Scrappy | 10/30/2009 | 8/14/2008 | Captool | 5.6% | NA | NA | -16.7% | 22.3% | NA |
| Bohr | 10/30/2009 | 8/14/2008 | TLH SS | 5.6% | 10.0% | -4.4% | -10.9% | 16.5% | 3.6* |
| Projects | 10/30/2009 | 12/01/2000 | Captool | 4.7% | NA | NA | -1.4% | 6.1% | 1.37 |
| Washington | 10/30/2009 | 6/18/1999 | Captool | -0.8% | NA | NA | -1.7% | 0.9% | 0.07 |
| Maxwell | 10/30/2009 | 12/25/2000 | TLH SS | -1.5% | -2.6% | 1.1% | 0.5% | -1.0% | -1.1 |
| Adams | 10/30/2009 | 6/18/1999 | Captool | -1.0% | NA | NA | -1.7% | 0.7% | 0.44 |
| Euclid | 11/6/2009 | 6/30/1999 | TLH SS | -1.9% | -3.1% | 1.2% | 0.2% | -2.1% | -0.87 |
| Jefferson | 10/30/2009 | 3/13/2008 | Captool | 2.4% | NA | NA | -2.4% | 4.8% | NA |
| Madison | 10/30/2009 | 3/13/2008 | TLH SS | 2.4% | -6.6% | 9.0% | -2.4% | 4.8% | 1.2* |
Premium subscription available for $6.99 per month. See all the changes in the Passive Portfolio.