Nov 21
Portfolio Performance: November 20, 2009
Nine of the nineteen portfolio are tracked using the TLH spreadsheet and those updates are available in the table below. Overall, the market dipped this week and that decline was manifested in all the portfolios. In a few cases, the Information Ratio (IR), dipped a tenth of a point. One or two of the portfolios gained on the VTSMX benchmark while others lost ground. These relative changes are all tied to the asset allocation plans for the different portfolios. Overall, the percentage changes this week were insignificant.
What is important is to see how many of the portfolios are performing better than the benchmarks.
Portfolio Performance: 11/20/09
| 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 | 11/20/2009 | 12/26/2007 | TLH SS | -3.4% | -19.4% | 16.0% | -10.8% | 7.4% | 3.8* |
| Mosaic2 | 10/30/2009 | 7/19/1999 | Captool | -0.2% | NA | NA | -1.6% | 1.4% | 0.15 |
| Newton | 11/20/2009 | 6/02/2008 | TLH SS | 2.4% | -1.5% | 3.9% | -1.6% | 4.0% | 3.0* |
| Passive Port. | 10/30/2009 | 12/01/2000 | Captool | 3.4% | NA | NA | -1.4% | 4.8% | 0.66 |
| Schrodinger | 11/20/2009 | 12/01/2000 | TLH SS | 3.7% | 0.0% | 3.7% | 0.7% | 3.0% | 2.9 |
| Jane | 10/30/2009 | 2/14/1997 | Captool | 4.8% | NA | NA | -1.7% | 6.5% | 0.27 |
| Einstein | 11/20/2009 | 6/30/2008 | TLH SS | 10.6% | 16.9% | -6.3% | 6.2% | 4.4% | 3.8* |
| Gauss | 10/30/2009 | 2/19/1997 | Captool | -0.6% | NA | NA | -1.7% | 1.1% | 0.05 |
| Kepler | 11/20/2009 | 11/01/2008 | TLH SS | 27.3% | 36.0% | -8.7% | 24.2% | 3.1% | 3.2* |
| Scrappy | 10/30/2009 | 8/14/2008 | Captool | 5.6% | NA | NA | -16.7% | 22.3% | NA |
| Bohr | 11/20/2009 | 8/14/2008 | TLH SS | 8.7% | 14.1% | -5.4% | -6.4% | 15.1% | 3.1* |
| 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 | 11/20/2009 | 12/25/2000 | TLH SS | -1.1% | -1.7% | 0.6% | 1.5% | -2.6% | -1.3 |
| Adams | 10/30/2009 | 6/18/1999 | Captool | -1.0% | NA | NA | -1.7% | 0.7% | 0.44 |
| Euclid | 11/20/2009 | 6/30/1999 | TLH SS | -1.6% | -2.8% | 1.2% | 1.3% | -2.9% | -1.1 |
| Jefferson | 10/30/2009 | 3/13/2008 | Captool | 2.4% | NA | NA | -2.4% | 4.8% | NA |
| Madison | 11/20/2009 | 3/13/2008 | TLH SS | 4.4% | -3.6% | 8.0% | 1.7% | 2.7% | 0.62* |
* Insufficient data to be accurate.
The ITA Index is a customized benchmark designed for each portfolio. This is a new addition to the TLH spreadsheet as is the IR calculation.
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