Dec 19
Portfolio Performance Update – 12/18/09
This was a positive week for the portfolios as most gained a small IRR percentage and several of the larger portfolios increased their Information Ratio value, a very positive signal. Nine portfolios are tracked using the TLH spreadsheet and those are the ones updated this week.
While the Portfolio IRR value (6th from left) is important, I pay more attention to the columns that included the Diff values. For example, the column second from the right tells me how well each portfolio is performing with respect to Vanguard’s Total Market Index Fund, VTSMX. The last column, Information Ratio is vital to monitoring the portfolio. We need another year of risk data for the IR value to be valid.
Portfolio Performance: 12/18/09
| 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 | 11/30/2009 | 7/21/1999 | Captool | 0.96% | NA | NA | -1.2% | 2.16% | 0.1 |
| Curie | 12/18/2009 | 12/26/2007 | TLH SS | -2.6% | -14.6% | 12.0% | -9.4% | 6.8% | 2.97* |
| Mosaic2 | 11/30/2009 | 7/19/1999 | Captool | 3.56% | NA | NA | -1.39% | 4.95% | 0.2 |
| Newton | 12/18/2009 | 6/02/2008 | TLH SS | 3.2% | -1.6% | 4.8% | -0.3% | 3.5% | 2.65* |
| Passive Port. | 11/30/2009 | 12/01/2000 | Captool | 3.8% | NA | NA | -0.83% | 4.6% | 0.7 |
| Schrodinger | 12/18/2009 | 12/01/2000 | TLH SS | 3.8% | 0.0% | 3.8% | 1.0% | 2.8% | 2.68 |
| Jane | 11/30/2009 | 2/14/1997 | Captool | 8.28% | NA | NA | 2.66% | 5.62% | 0.5 |
| Einstein | 12/18/2009 | 6/30/2008 | TLH SS | 11.3% | 12.9% | -1.6% | 7.4% | 3.9% | 3.25* |
| Gauss | 11/30/2009 | 2/19/1997 | Captool | 8.5% | NA | NA | 2.6% | 5.9% | 0.2 |
| Kepler | 12/18/2009 | 11/01/2008 | TLH SS | 27.0% | 33.3% | -6.3% | 24.3% | 2.7% | 2.42* |
| Scrappy | 11/30/2009 | 8/14/2008 | Captool | 8.54% | NA | NA | -12.03% | 20.6% | NA |
| Bohr | 12/18/2009 | 8/14/2008 | TLH SS | 9.0% | 10.1% | -1.1% | -4.8% | 13.8% | 2.28* |
| Projects | 11/30/2009 | 12/01/2000 | Captool | 4.81% | NA | NA | -0.83% | 5.64% | 1.4 |
| Washington | 11/30/2009 | 6/18/1999 | Captool | 1.8% | NA | NA | -1.4% | 3.2% | 0.2 |
| Maxwell | 12/18/2009 | 12/25/2000 | TLH SS | -0.6% | -2.3% | 1.7% | 0.9% | -1.5% | -0.73 |
| Adams | 11/30/2009 | 6/18/1999 | Captool | 2.29% | NA | NA | -0.94% | 3.23% | 0.7 |
| Euclid | 12/18/2009 | 6/30/1999 | TLH SS | -1.2% | -3.6% | 2.4% | 1.6% | -2.8% | -1.03 |
| Jefferson | 11/30/2009 | 3/13/2008 | Captool | 4.74% | NA | NA | -9.47% | 14.21% | NA |
| Madison | 12/18/2009 | 3/13/2008 | TLH SS | 4.5% | -3.0% | 7.5% | 2.8% | 1.7% | 0.36* |
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Photograph: Looking across the street late evening last December. It is much warmer this year.