Feb 05
Portfolio Performance Update – 4 February 2010
The data table below contains performance information on nineteen portfolio tracked by ITA Wealth Management. Included are IRR values for each portfolio, comparisons to the Vanguard Total Market Index fund which we use as a primary benchmark, comparisons to the ITA Index customized benchmark, and the Information Ratio (IR).
Portfolios tracked by Captool are updated as of 1/29/2010. A few portfolios tracked using the TLH spreadsheet are current as of 2/4/2010 and more will be updated early next week. Recent market movements dealt a harsh blow to a number of the portfolios, but overall, they continue to do well vs. the VTSMX and ITA Index benchmarks. Limit orders were struck during the recent downturn and I need to enter those transactions into the TLH spreadsheets I use to monitor the portfolios. More data is provided to Premium subscribers.
Readers new to the blog should search “customized benchmark” or “ITA Index” to find out more about how this benchmark is use to monitor portfolios with specific Portfolio Policies.
Portfolio Performance: 4 February 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 | 01/29/2010 | 07/21/1999 | Captool | 0.88% | NA | NA | -1.3% | 2.18% | 0.05 |
| Curie | 02/03/2010 | 12/26/2007 | TLH SS | -2.3% | -14.7% | 12.4% | -8.5% | 6.2% | 2.75* |
| Mosaic2 | 01/29/2010 | 07/19/1999 | Captool | 3.46% | NA | NA | -1.50% | 4.96% | 0.15 |
| Newton | 01/29/2010 | 06/02/2008 | TLH SS | 2.0% | 0.7% | 1.3% | -1.7% | 3.7% | 2.90* |
| Passive Port. | 01/29/2010 | 12/01/2000 | Captool | 3.69% | NA | NA | -0.96% | 4.65% | 0.67 |
| Schrodinger | 02/04/2010 | 12/01/2000 | TLH SS | 3.3% | -1.1% | 4.4% | 0.5% | 2.8% | 2.72 |
| Jane | 01/29/2010 | 02/14/1997 | Captool | 8.12% | NA | NA | 2.52% | 5.60% | 0.53 |
| Einstein | 01/29/2010 | 06/30/2008 | TLH SS | 8.5% | 13.9% | -5.4% | 4.3% | 4.2% | 3.14* |
| Gauss | 01/29/2010 | 02/19/1997 | Captool | 8.35% | NA | NA | 2.48% | 5.87% | 0.22 |
| Kepler | 01/29/2010 | 11/01/2008 | TLH SS | 22.2% | 24.1% | -1.9% | 19.5% | 2.7% | 2.44* |
| Scrappy | 01/29/2010 | 08/14/2008 | Captool | 6.62% | NA | NA | -11.57% | 18.2% | NA |
| Bohr | 02/04/2010 | 08/14/2008 | TLH SS | 4.8% | 3.1% | 1.7% | -6.5% | 11.3% | 1.56* |
| Projects | 01/29/2010 | 12/01/2000 | Captool | 4.74% | NA | NA | -0.96% | 5.7% | 1.39 |
| Washington | 01/29/2010 | 06/18/1999 | Captool | 2.29% | NA | NA | -1.05% | 3.34% | 0.27 |
| Maxwell | 01/29/2010 | 12/25/2000 | TLH SS | -1.3% | -2.5% | 1.2% | 1.3% | -2.6% | -1.15 |
| Adams | 01/29/2010 | 06/18/1999 | Captool | 2.20% | NA | NA | -1.05% | 3.25% | 0.69 |
| Euclid | 02/04/2010 | 06/30/1999 | TLH SS | -1.7% | -3.6% | 1.9% | 1.0% | -2.7% | -0.92 |
| Jefferson | 01/29/2010 | 03/13/2008 | Captool | 3.60% | NA | NA | -9.30% | 12.9% | NA |
| Madison | 02/04/2010 | 03/13/2008 | TLH SS | 2.4% | -5.4% | 7.8% | 0.4% | 2.0% | 0.39* |
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