Nov 14
Portfolio Performance – 11/13/09
Below is the current portfolio performance data table for the nineteen (19) accounts tracked using either Captool or the TLH spreadsheet. This week, the table includes new information for the nine portfolios tracked by the TLH spreadsheet. Included in the table are: Internal Rate of Return (IRR), ITA Index benchmark, VTSMX benchmark, differences, and Information Ratio. One of the primary goals driving all these portfolios is to increase the Information Ratio (IR) as we want to out perform our benchmarks while keep the risk to a low value. Any IR value over zero is considered to be very good. IR values carrying an asterisk (*) do not have sufficient data to be consider accurate. Each month, the value will take on added importance.
Take note of the different starting times and keep in mind the portfolios vary in size. The Maxwell and Euclid are two portfolios lagging the VTSMX benchmark, and once a portfolio gets off to a negative start, it is difficult to turn them around. However, we are giving those portfolios special attention. The Curi and Einstein portfolios are performing very well, but did give some ground this last week to the VTSMX benchmark. It continues to be quite difficult to perform better than the broad market.
The ITA Index is a customized index designed for each portfolio. This is a new benchmark that will be tested over the next few years. The few portfolios lagging the ITA Index are portfolios where one or more asset classes got out of balance. Emerging markets was the culprit in several cases.
Photograph: Butterflies feasting on river bank soil in the jungle of Peru.
Portfolio Performance: 11/13/09
| 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 | 11/13/2009 | 12/26/2007 | TLH SS | -3.3% | -18.7% | 15.4% | -10.8% | 7.5% | 4.2* |
| Mosaic2 | 10/30/2009 | 7/19/1999 | Captool | -0.2% | NA | NA | -1.6% | 1.4% | 0.15 |
| Newton | 11/13/2009 | 6/02/2008 | TLH SS | 2.8% | -1.4% | 4.2% | -1.5% | 4.3% | 3.2* |
| Passive Port. | 10/30/2009 | 12/01/2000 | Captool | 3.4% | NA | NA | -1.4% | 4.8% | 0.66 |
| Schrodinger | 11/13/2009 | 12/01/2000 | TLH SS | 3.7% | 0.1% | 3.6% | 0.8% | 2.9% | 3.4 |
| Jane | 10/30/2009 | 2/14/1997 | Captool | 4.8% | NA | NA | -1.7% | 6.5% | 0.27 |
| Einstein | 11/13/2009 | 6/30/2008 | TLH SS | 11.1% | 17.4% | -6.3% | 6.6% | 4.5% | 3.8* |
| Gauss | 10/30/2009 | 2/19/1997 | Captool | -0.6% | NA | NA | -1.7% | 1.1% | 0.05 |
| Kepler | 11/13/2009 | 11/01/2008 | TLH SS | 28.2% | 37.8% | -9.6% | 25.0% | 3.2% | 3.2* |
| Scrappy | 10/30/2009 | 8/14/2008 | Captool | 5.6% | NA | NA | -16.7% | 22.3% | NA |
| Bohr | 11/13/2009 | 8/14/2008 | TLH SS | 9.1% | 14.7% | -5.6% | -6.3% | 15.4% | 2.9* |
| 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 | 11/13/2009 | 12/25/2000 | TLH SS | -0.9% | -1.6% | 0.7% | 1.5% | -2.4% | -1.3 |
| Adams | 10/30/2009 | 6/18/1999 | Captool | -1.0% | NA | NA | -1.7% | 0.7% | 0.44 |
| Euclid | 11/13/2009 | 6/30/1999 | TLH SS | -1.5% | -2.7% | 1.2% | 1.4% | -2.9% | -1.1 |
| Jefferson | 10/30/2009 | 3/13/2008 | Captool | 2.4% | NA | NA | -2.4% | 4.8% | NA |
| Madison | 11/13/2009 | 3/13/2008 | TLH SS | 5.1% | -3.5% | 8.6% | 1.9% | 3.2% | 0.82* |
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November 14th, 2009 at 3:11 pm
The blog crashed for about an hour this afternoon. Something happened as I was upgrading Word Press. It is now fixed and working again. Excuse the disruption.
Lowell Herr