Bogleheads Investing Advice Inspired by Jack Bogle     Wiki    FAQ    Search   Memberlist   Usergroups   Register   Profile   Log in to check your private messages   Log in  Search found 1450 matches Bogleheads Forum Index Author Message   Topic: Domestic vs. International exposure Trev H Replies: 25 Views: 1071 Forum: Investing - Theory, News & General   Posted: Fri Nov 20, 2009 9:39 am   Subject: Domestic vs. International exposure Beware of BIAS - even if it comes from the mouth of Vanguard or many other individuals that post here on the forum. BIAS should have NO part in the asset allocation decision. Diversification sho ...   Topic: Dump Vanguard's Strategic Small Cap Equity? VSTCX Trev H Replies: 13 Views: 940 Forum: Investing - Help with Personal Investments   Posted: Fri Nov 20, 2009 8:01 am   Subject: Dump Vanguard's Strategic Small Cap Equity? VSTCX I would suggest a change to a simple 4x25 mix... 25% VLACX US Large Cap Index 25% VISVX US Small Value Index 25% VTRIX Intl Large Value (including EM) 25% VFSVX Intl Small Cap (including EM) ...   Topic: Excel & Efficient Frontier Trev H Replies: 11 Views: 713 Forum: Investing - Theory, News & General   Posted: Wed Nov 18, 2009 5:19 pm   Subject: Excel & Efficient Frontier I messed around with that a year or so ago and ended up with a excel sheet that will do this: http://i45.tinypic.com/j0fp0k.gif If you will PM me and give me a email address I will be glad to se ...   Topic: 10 year return on Total Stock Market Index fund ? Trev H Replies: 48 Views: 3228 Forum: Investing - Help with Personal Investments   Posted: Fri Nov 13, 2009 6:12 pm   Subject: 10 year return on Total Stock Market Index fund ? A lack of equity diversification results in a higher number of 10 year periods of negative to flat returns. TSM is highly concentrated on US Large Caps - almost all of the eggs in one basket - your ...   Topic: Larry Swedroe concentrated portfolio? Trev H Replies: 32 Views: 3236 Forum: Investing - Theory, News & General   Posted: Thu Nov 12, 2009 8:10 am   Subject: Larry Swedroe concentrated portfolio? == What would happen if one adds emerging markets to your first graph, cound we lower the equity percentage even more? Doug == Doug, My international return data does include EM (at mark ...   Topic: Larry Swedroe concentrated portfolio? Trev H Replies: 32 Views: 3236 Forum: Investing - Theory, News & General   Posted: Thu Nov 12, 2009 8:01 am   Subject: Larry Swedroe concentrated portfolio? == TE=Tracking Error, or how much your portfolio returns differ from the overall 'market' It can be a psychologically stressful issue for investors to see that their portfolio dropped on a day/quar ...   Topic: Help with slicing and dicing Trev H Replies: 9 Views: 661 Forum: Investing - Help with Personal Investments   Posted: Thu Nov 12, 2009 7:52 am   Subject: Help with slicing and dicing Newport1, A 50/50 combination of US & International Cap Weighted Markets gives you this size/valuation chart... 29-28-23 06-05-05 01-01-01 Extremely concentrated on Large Cap Stocks ...   Topic: Larry Swedroe concentrated portfolio? Trev H Replies: 32 Views: 3236 Forum: Investing - Theory, News & General   Posted: Tue Nov 10, 2009 7:54 am   Subject: Larry Swedroe concentrated portfolio? A look at TE showing the 5 year CAGR for TSM (Cap Weighted US Market) vs 50/50 mix of LB/SV. http://i38.tinypic.com/k1t5qg.gif For those of you who think that TE is a one way street - try ope ...   Topic: Larry Swedroe concentrated portfolio? Trev H Replies: 32 Views: 3236 Forum: Investing - Theory, News & General   Posted: Mon Nov 09, 2009 8:08 pm   Subject: Larry Swedroe concentrated portfolio? And below a reply from Larry that I saved a while back. He addresses TE there. === larryswedroe Posted: Fri May 01, 2009 5:23 pm ----------------------------------------------------- ...   Topic: Larry Swedroe concentrated portfolio? Trev H Replies: 32 Views: 3236 Forum: Investing - Theory, News & General   Posted: Mon Nov 09, 2009 8:05 pm   Subject: Larry Swedroe concentrated portfolio? Here is the data in a graph... 80/20 (Cap Weighted Markets only equity) 60/40 (SUB&H equity) 40/60 (Larry equity) http://i37.tinypic.com/2j2vnye.gif   Topic: Larry Swedroe concentrated portfolio? Trev H Replies: 32 Views: 3236 Forum: Investing - Theory, News & General   Posted: Mon Nov 09, 2009 7:41 pm   Subject: Larry Swedroe concentrated portfolio? The missing 10% ... Sorry - - - the backtested results above for the concentrated port was actually ... 20% each SV,ISV 60% IT Treasury   Topic: Larry Swedroe concentrated portfolio? Trev H Replies: 32 Views: 3236 Forum: Investing - Theory, News & General   Posted: Mon Nov 09, 2009 5:39 pm   Subject: Larry Swedroe concentrated portfolio? 1/1/1970-10/16/2009 (yearly rebalancing) Compared to the performance of a 60/40 mix with the equity sliced Simplified Ultimate Buy and Hold style - a reduction of equity of around 20% when changing ...   Topic: I'm calling the top [ish] for gold Trev H Replies: 56 Views: 3391 Forum: Investing - Theory, News & General   Posted: Sat Nov 07, 2009 8:45 am   Subject: I'm calling the top [ish] for gold I had a class ring from "1979" and a old broken gold chain and ran across them in the bottom of a drawer a few weeks ago. That was the extent of my AA for gold. I sold them at one of t ...   Topic: High Cost Indexing Trev H Replies: 21 Views: 1537 Forum: Investing - Theory, News & General   Posted: Fri Nov 06, 2009 5:20 pm   Subject: High Cost Indexing Got you beat TDG... The 500 index in my stinky company plan only cost .70 The R2K index cost 1.0 My company puts in 3% (if I do nothing). If I put in 3% they put in another 3% for a tota ...   Topic: Returns by Asset Class and Year Trev H Replies: 10 Views: 736 Forum: Investing - Theory, News & General   Posted: Thu Nov 05, 2009 5:16 pm   Subject: Returns by Asset Class and Year PS - To import that data in to Excel. Swipe/select all of that return data above and then right-click copy. Open a blank Excel worksheet. Select column A-1 and then right-click paste Once ...   Topic: Returns by Asset Class and Year Trev H Replies: 10 Views: 736 Forum: Investing - Theory, News & General   Posted: Thu Nov 05, 2009 5:11 pm   Subject: Returns by Asset Class and Year Below (in csv format) the data that I keep in my 1970-forward set. I have not updated the ytd returns since mid October. Year,TSM,LV,LB,LG,MV,MB,MG,SV,SB,SG,D10,REIT,ILBD,ILV,ILB,ISV,ISB ,COMM,G ...   Topic: Firefox shows CPU Usage at 100% in Task Manager? Trev H Replies: 20 Views: 2038 Forum: Lounge - Consumer, Leisure, and General Interest   Posted: Fri Oct 30, 2009 6:16 am   Subject: Firefox shows CPU Usage at 100% in Task Manager? If you do a web search on "firefox & 100% cpu" you will get several hits. Below looks like a good place to start. http://kb.mozillazine.org/Firefox_CPU_usage   Topic: Why doesn't VG have an International Bond Fund? Trev H Replies: 31 Views: 2835 Forum: Investing - Help with Personal Investments   Posted: Wed Oct 28, 2009 6:21 am   Subject: Why doesn't VG have an International Bond Fund? Vanguards Short Term Bond Index Fund... Asset-Backed 0.0% Commercial Mortgage-Backed 0.0% Finance 9.7% Foreign 6.2% <-----------------------------***** Government Mortgage-Backed 0.1% ...   Topic: Windows 7 Trev H Replies: 87 Views: 6405 Forum: Personal Finance (Not Investing)   Posted: Wed Oct 28, 2009 6:14 am   Subject: Windows 7 I have been testing some of our legacy software on Windows 7 Server and found no problems so far. Everything working as should. We already have this same legacy software running on a few Windows ...   Topic: Bogleheads do the Monster Mash ! Trev H Replies: 5 Views: 699 Forum: Lounge - Consumer, Leisure, and General Interest   Posted: Tue Oct 27, 2009 6:51 pm   Subject: Bogleheads do the Monster Mash ! http://sendables.jibjab.com/view/qBMpa9zamRQ1Mmkb   Topic: Timber for the Individual Investor Trev H Replies: 49 Views: 6290 Forum: Investing - Theory, News & General   Posted: Sun Oct 25, 2009 6:32 am   Subject: Timber for the Individual Investor FYI on the Ginseng Hunting. We did our last few hunts the first week in October and put that seng on the drying racks and it was ready to sell this weekend. I went a total of 14 times this year ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Sun Oct 25, 2009 5:52 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice TDG said.. == So basically you don't like cap-weighing. So why do you hold cap-weighted funds? The same applies to those funds you hold. == 70% TSM 30% Total Intl X-Ray 27-26-24 06-06-06 ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Fri Oct 23, 2009 6:58 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Brian asked.. == Quote: 22.5% US LCB, 22.5% US SCV, 10.0% US REIT, 22.5% Intl LCV, 22.5% Intl SCB Should we look for an adjustment ? == No changes. Although will admit mulling that ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Fri Oct 23, 2009 6:42 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Ahhhh - that question... == We're talking about whether or not a total market portfolio is diversified. I say absolutely, it's the entire stock market. How could the entire stock market not be ...   Topic: International Investing Trev H Replies: 30 Views: 2055 Forum: Investing - Help with Personal Investments   Posted: Thu Oct 22, 2009 6:53 am   Subject: International Investing Jenol, Instead of simply discussing US / International allocations I went on to the Large / Small issue because the two are very similar when it comes to the BIAS demonstrated by investors (on this ...   Topic: International Investing Trev H Replies: 30 Views: 2055 Forum: Investing - Help with Personal Investments   Posted: Thu Oct 22, 2009 6:33 am   Subject: International Investing Home Country and Large Market BIAS. http://i35.tinypic.com/34o93qp.gif 3 Portfolios shown. Each at 80% Equity, 20% Bonds 1st - investing the equity in US Cap Weighted Market only (Home Cou ...   Topic: International Investing Trev H Replies: 30 Views: 2055 Forum: Investing - Help with Personal Investments   Posted: Thu Oct 22, 2009 5:57 am   Subject: International Investing From Larry's Wise Investing Made Simple A study done in 1990 US Investors held 92% Domestic Equity Japan Investors held 96% Domestic Equity United Kingdom Investors held 92% Domestic Equity G ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Wed Oct 21, 2009 6:38 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice On correlations... 1970-2009 TSM and Total International 40 Year Correlation = 0.67 There are 36 rolling 5 year periods - Average of those = 0.55 There were 4 (5 year periods) with Negative ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Wed Oct 21, 2009 6:26 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Another note for CyberBob... In your mix/comparison that you suggested and posted some results for earlier in this thread you eliminated International Small Market. Where the SUB&H includes ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Wed Oct 21, 2009 6:14 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Derek asked... == Why there is so much focus on tracking a commercial benchmark index that could be viewed as being skewed heavily toward large cap growth stocks, just for the sake of tracking has ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Wed Oct 21, 2009 5:59 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Below the results (40 year span) of mixing in REIT with both Lumper and SUB&H type equity mixes (fixed allocation to 30% Total Bond). http://i33.tinypic.com/33tj72a.gif The end result lines ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Tue Oct 20, 2009 6:37 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice CyberBob asked about a mix like this... == U.S. large blend U.S. small value International developed value emerging markets REIT == For international returns I keep data for EAFE (Inte ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Tue Oct 20, 2009 6:19 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Morning everyone - been a busy few days for me, had little time to check on or respond to discussions on this post. Have a little time this morning before work and did get to read thru the respons ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Sun Oct 18, 2009 7:57 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Raybo said... "Comparing US Cap weighted to evenly split Large-Cap and Small-Cap is not an apples to apples measurement" It was a apples to apples comparison limited to the Equity/Bond ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Sun Oct 18, 2009 7:48 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice "Past performance does not guarantee future performance." Taylor and Others - would like to point out that the statement above applies to TSM as well (for example the period 1995-1999) w ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Sun Oct 18, 2009 7:28 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Random Walker / Dave, If investing in taxable account and seeking 3 factor diversification SUB&H style - you might consider this mix (for the equity side). 25% VV (US Large Market) could TL ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Sun Oct 18, 2009 7:08 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Wbound - the data used is total annual return. https://personal.vanguard.com/us/funds/snapshot?FundId=0126&FundIntExt=INT#hist=tab%3A1a For example for ISB I am using the Total Return data a ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Sat Oct 17, 2009 11:39 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice "Why does the red line and the yellow line look so stinky?" That's easy - Lack of Diversification ! 1 Factor vs 3 Factor equity diversification. The results of a 3 Factor Diversifie ...   Topic: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Trev H Replies: 88 Views: 6741 Forum: Investing - Theory, News & General   Posted: Sat Oct 17, 2009 8:59 am   Subject: 10-20-40 Years - Total Markets vs 3 Factor Slice/Dice Morning Bogleheads... It has been a while since I did a post comparing Total Markets (Lumping) vs 3 Factor Diversification (Slice/Dice) so thought I would crank out some backtested results and grap ...   Topic: Random walk, reversion to the mean Trev H Replies: 3 Views: 525 Forum: Investing - Theory, News & General   Posted: Fri Oct 16, 2009 6:43 am   Subject: Random walk, reversion to the mean Mean vs CAGR 1970-2009 (10/06/2009) Mean Returns TSM 11.12 LV,LB,LG MV,MB,MG SV,SB,SG 11.71, 11.14, 10.63 14.82, 13.70, 11.63 14.70, 13.26, 11.60 CAGR TSM 9.48 LV,LB ...   Topic: Random walk, reversion to the mean Trev H Replies: 3 Views: 525 Forum: Investing - Theory, News & General   Posted: Fri Oct 16, 2009 5:59 am   Subject: Random walk, reversion to the mean I believe in RTM too, but think that many folks here apply RTM across all equity asset classes which IMO is not correct. For example Small Value has a different (higher) mean than TSM. Any equit ...   Topic: Seeking opinion on a Merriman AA Trev H Replies: 17 Views: 1984 Forum: Investing - Help with Personal Investments   Posted: Tue Oct 13, 2009 5:58 pm   Subject: Seeking opinion on a Merriman AA When it comes to how much to allocate to the major equity components (US/International, Large/Small, Market/Value) you might consider doing this... Start with 50/50 and have some "good-logical ...   Topic: Bogle To Supreme Court: Mutual Funds Fees Unfair Trev H Replies: 28 Views: 1472 Forum: Investing - Theory, News & General   Posted: Tue Oct 13, 2009 5:36 pm   Subject: Bogle To Supreme Court: Mutual Funds Fees Unfair "raise the IRA contribution limit by $16.5k, get rid of 401ks all together, and let mutual fund companies charge whatever they want in a free market. Then no one will buy high ER funds and they w ...   Topic: Seeking opinion on a Merriman AA Trev H Replies: 17 Views: 1984 Forum: Investing - Help with Personal Investments   Posted: Tue Oct 13, 2009 6:23 am   Subject: Seeking opinion on a Merriman AA A few days ago I updated my 1970-Forward data set to include YTD returns thru 10/06/2009. I did the comparison below showing 3 portfolio's each with 50/50 US/Internataional exposure. Including a ...   Topic: 403b options Trev H Replies: 8 Views: 903 Forum: Investing - Help with Personal Investments   Posted: Mon Oct 12, 2009 5:42 pm   Subject: 403b options Investing in Total Markets only (Cap Weighted Markets) offers 1 factor diversification only (Market or Beta only). Working in a slice of Small Value gives you exposure to 2 other factors, size & ...   Topic: REITs Trev H Replies: 47 Views: 4171 Forum: Investing - Theory, News & General   Posted: Mon Oct 12, 2009 6:58 am   Subject: REITs Here is a bit of data that I find interesting. Most of you know that I have spent quite a bit of time looking at mixing asset classes together in many different ways. Every once in a while somethin ...   Topic: REITs Trev H Replies: 47 Views: 4171 Forum: Investing - Theory, News & General   Posted: Mon Oct 12, 2009 6:40 am   Subject: REITs 1988-2009 (22 years) & 18 rolling 5 year periods REIT & EM correlations 22 yr = 0.43 Avg 5 yr = 0.38 # of 5 yr periods with negative correlation = 5 - of 18.   Topic: REITs Trev H Replies: 47 Views: 4171 Forum: Investing - Theory, News & General   Posted: Sun Oct 11, 2009 7:43 am   Subject: REITs Brew said... == Thanks for the data. Just making sure, but "ISB" means "International Small Blend," correct? == That is correct. Someone else above asked about EM and RE ...   Topic: VEU vs. VSS Trev H Replies: 5 Views: 442 Forum: Investing - Help with Personal Investments   Posted: Sat Oct 10, 2009 9:17 am   Subject: VEU vs. VSS "No explanation of those X-ray output numbers?" For those who may not know... X-Ray results show Stock Size/Valuation details basically giving you the % exposure to each of the 9 size/ ...   Topic: VEU vs. VSS Trev H Replies: 5 Views: 442 Forum: Investing - Help with Personal Investments   Posted: Sat Oct 10, 2009 9:08 am   Subject: VEU vs. VSS "Does VEU include small cap stocks from VSS?" VEU X-ray (FTSE X-US Intl Large Market) 35-31-23 05-04-03 00-00-00 VSS X-Ray (just recently available) (FTSE X-US Intl Small Market) 0 ...   Page 1 of 29 Go to page 1, 2, 3 ... 27, 28, 29  Next All times are GMT - 5 Hours Jump to: Select a forum Refuge in a storm----------------Investing - Help with Personal InvestmentsInvesting - Theory, News & GeneralPersonal Finance (Not Investing)Lounge - Consumer, Leisure, and General InterestReference Library and WikiLocal ChaptersForum Issues and Administration  Powered by phpBB © 2001, 2005 phpBB Group