Jan 30
Portfolio Performance – 29 January 2010
In the data table below, readers will see updated information for a number of portfolios tracked over on the Premium Content side of ITA Wealth Management. As January broker statements become available, additional updates will be posted, particularly those portfolios tracked using Captool software.
The IRR column is the Internal Rate of Return for the different portfolios. ITA Index is a customized benchmark and is only available for users of the TLH spreadsheet. VTSMX is Vanguard’s Total Stock Market Index Fund and we use it as a broad based benchmark. IR is the Information Ratio. For additional definitions of IR, check it out on the Internet or search for it on this blog.
While all IRR values decreased this week, most of the portfolios gained ground on the VTSMX benchmark. What is most notable is that every updated portfolio performed better than either the ITA Index benchmark or the VTSMX benchmark. It is highly unlikely this will continue as it is extremely difficult to set up portfolios that will perform better than the total market.
Portfolio Performance: 29 January 2010
| 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 | 12/31/2009 | 7/21/1999 | Captool | 1.16% | NA | NA | -0.97% | 2.13% | 0.05 |
| Curie | 01/29/2010 | 12/26/2007 | TLH SS | -3.2% | -16.9% | 13.7% | -10.0% | 6.8% | 2.76* |
| Mosaic2 | 12/31/2009 | 7/19/1999 | Captool | 3.76% | NA | NA | -1.17% | 4.93% | 0.15 |
| Newton | 01/29/2010 | 6/02/2008 | TLH SS | 2.0% | 0.7% | 1.3% | -1.7% | 3.7% | 2.90* |
| Passive Port. | 12/31/2009 | 12/01/2000 | Captool | 4.1% | NA | NA | -0.58% | 4.68% | 0.67 |
| Schrodinger | 01/29/2010 | 12/01/2000 | TLH SS | 3.5% | -0.4% | 3.9% | 0.7% | 2.8% | 2.72 |
| Jane | 12/31/2009 | 2/14/1997 | Captool | 8.44% | NA | NA | 2.81% | 5.63% | 0.53 |
| Einstein | 01/29/2010 | 6/30/2008 | TLH SS | 8.5% | 13.9% | -5.4% | 4.3% | 4.2% | 3.14* |
| Gauss | 12/31/2009 | 2/19/1997 | Captool | 8.68% | NA | NA | 2.78% | 5.9% | 0.22 |
| Kepler | 01/29/2010 | 11/01/2008 | TLH SS | 22.2% | 24.1% | -1.9% | 19.5% | 2.7% | 2.44* |
| Scrappy | 12/31/2009 | 8/14/2008 | Captool | 10.18% | NA | NA | -9.91% | 20.1% | NA |
| Bohr | 01/29/2010 | 8/14/2008 | TLH SS | 6.6% | 5.8% | 0.8% | -5.9% | 12.5% | 1.76* |
| Projects | 12/31/2009 | 12/01/2000 | Captool | 4.92% | NA | NA | -0.58% | 5.5% | 1.38 |
| Washington | 12/31/2009 | 6/18/1999 | Captool | 2.75% | NA | NA | -0.93% | 3.68% | 0.27 |
| Maxwell | 1/29/2010 | 12/25/2000 | TLH SS | -1.3% | -2.5% | 1.2% | 1.3% | -2.6% | -1.15 |
| Adams | 12/31/2009 | 6/18/1999 | Captool | 2.44% | NA | NA | -0.72% | 3.16% | 0.69 |
| Euclid | 1/29/2010 | 6/30/1999 | TLH SS | -1.5% | -3.5% | 2.0% | 1.2% | -2.7% | -0.92 |
| Jefferson | 12/31/2009 | 3/13/2008 | Captool | 4.97% | NA | NA | -7.93% | 12.9% | NA |
| Madison | 01/29/2010 | 3/13/2008 | TLH SS | 3.5% | -4.5% | 8.0% | 1.1% | 2.4% | 0.46* |
Premium Content subscription is available for $6.99 per month. “Creme List” for 29 January 2010 is now available.
Photograph: Jungle guide in Peru.
January 30th, 2010 at 5:43 am
The “Creme List” of stocks was just posted over on the Premium Content side of the blog.
Lowell