madsinger monthly report

Discuss all general (i.e. non-personal) investing questions and issues, investing news, and theory.
Post Reply
User avatar
Topic Author
madsinger
Posts: 984
Joined: Sat Sep 29, 2007 3:26 pm

madsinger monthly report

Post by madsinger »

Here is a big fat collection of portfolios, with their March 2010 returns, 2010 YTD return, and annualized returns since 1999, 2001, 2005 and 2007 (11 years 3 months, 9 years 3 months, 5 years 3 months, 3 years 3 months). I broke them into four categories, roughly corresponding to 100/0, 80/20, 60/40, 40/60 stock/bond portfolios, sorted by Total Return since 2001. The 3 fund is 50/30/20 Total Stock/Total Int'l/Total Bond. The s&d is 10 each of VFINX, VIVAX, NAESX, VISVX, VGSIX, 25 VGTSX, 5 VINEX, 20 VBMFX. The coffeehouse is a 60/40 described at The Coffeehouse Investor. The Newsletter portfolios are from a newsletter following Vanguard funds. William Bernstein's "Sheltered Sam" is an all stock portfolio which is 20% VFINX, 25% VIVAX, 5% NAESX, 15% VISVX, 10% VGSIX, 3% VGPMX, 5% each VEURX, VPACX, VEIEX, and 7% VTRIX. The madsinger portfolio is my real-world portfolio, roughly 64/5/3/28 stock/REIT/PM/bond.

-Brad.

Code: Select all

                                  CAGR    CAGR    CAGR    CAGR
                  Mar     YTD     since   since   since   since
                  2010    2010    2007    2005    2001    1999
Hot Hands         8.11%   8.23%  -9.52%   2.43%   8.98%  11.40%
Sheltered Sam     7.19%   6.22%  -3.53%   3.69%   5.22%   5.96%
VFINX             6.01%   5.35%  -3.71%   1.33%   0.47%   1.25%

s&d               5.83%   5.07%  -1.02%   4.57%   5.84%   6.52%
Newsletter G      5.43%   4.90%  -1.40%   4.50%   4.33%   8.21%
Newsletter G-IND  6.01%   5.90%  -1.87%   3.91%   4.21%   3.67%
3 fund            5.09%   3.80%  -0.32%   4.31%   3.87%   4.17%
LS G              5.09%   4.50%  -2.50%   2.58%   2.60%   3.08%

coffeehouse       4.45%   4.97%   1.03%   4.57%   5.98%   6.29%
Wellington        3.97%   3.68%   2.00%   5.28%   5.94%   6.19%
STAR              4.06%   3.71%   1.02%   4.18%   4.76%   5.51%
Newsletter CG     4.61%   4.30%  -0.90%   3.91%   4.00%   6.17%
LS MG             3.78%   3.84%  -0.43%   3.22%   3.45%   3.79%

Wellesley         1.98%   2.79%   3.99%   5.24%   6.13%   6.02%
LS CG             2.58%   3.33%   1.26%   3.59%   3.96%   4.23%
Newsletter Inc    2.99%   3.50%  -0.19%   2.99%   3.89%   3.73%

madsinger         5.22%   4.95%  -0.08%   4.65%
User avatar
Topic Author
madsinger
Posts: 984
Joined: Sat Sep 29, 2007 3:26 pm

Post by madsinger »

No real surprises here. Every stock fund I track (less one) was up 6% or more in March (Pacific up 5.85%). PM and REIT over 10%. If I add on the April 1 return, I am now positive since 2007. Woo-hoo --- after 39 months, I'm back to where I was! :roll: But, we all know that going in, right?

Bonds were slightly negative for the month.

YTD, small and value are strong, international weak. Depending on which way you tilt away from US Large, your returns will probably reflect this.

You know, I'd take 5% returns per quarter!

Wishing you all well,
Brad.
gkaplan
Posts: 7034
Joined: Sat Mar 03, 2007 8:34 pm
Location: Portland, Oregon

Post by gkaplan »

As of 03/31/2010, the year-to-date return on my retirement portfolio is 5.16%. My one-year rate of return is 44.27%. My three-year rate of return is 2.40. My five-year return is 32.52%. .

My best performing fund, year-to-date, is the Vanguard Small-Cap Value Index Fund My year-to-date rate of return is 10.15%. My one-year rate of return is 76.34%. My three-year rate of return is –1.75%. My five-year rate of return is 23.57%.

My poorest performing fund, year-to-date, is the Vanguard European Stock Index Fund. My year-to-date rate of return is -1.39%. (I have invested in this fund for less than a year – since 06/30/2009).

My retirement portfolio currently is divided among the following two investment vehicles:

70.45%: Vanguard Roth IRA (YTD 5.79%, 1-Year 60.95%, 3-year 2.92%, and 5-year returns 39.21%, respectively).

29.55%: Thrift Savings Plan (YTD 0.81%, 1-Year 11.76%, and 3-year returns 6.07%, respectively).

Target allocation for my retirement portfolio is 72/28 Equity/Fixed Income. The seventy-two percent equity allocation is split equally between domestic and foreign equity; the foreign equity is split 2:1 between developed and emerging markets. My developed foreign markets allocation is equally split between developed large and developed small. My developed large is split equally between the Europe and Pacific indexes. Specifically, my target allocations are as follows:

12%: Domestic Large-Cap Value
12%: Domestic Small-Cap Value
12%: Domestic REIT
6%: Foreign Developed Markets Large - Europe
6%: Foreign Developed Markets Large - Pacific
12% Foreign Developed Markets Small
12%: Foreign Emerging Markets (Large)
28%: Fixed Income

A s of 03/31/2010, my equity/fixed Income allocation is split 70/30; domestic equity/foreign equity is split 47/50.My foreign equity is split 1.95/1 between foreign developed and foreign emerging. My foreign developed markets allocation is split 50/50 between foreign developed large and foreign developed small. My foreign developed large is split 50/50 between the Europe and Pacific indexes

Specifically, my current allocations (as of 03/31/2010) are as follows.

11.84%: Domestic Large-Cap Value (VIVAX)
11.13%: Domestic Small-Cap Value (VISVX)
11.48%: Domestic REIT (VGSIX)
5.59%: Foreign Developed Markets Large – Europe (VEURX)
6.04%: Foreign Developed Markets Large – Pacific (VPACX)
12.19%: Foreign Developed Markets Small (VSFVX)
12.20%: Foreign Emerging Markets – Large (VEIEX)
29.55%: Fixed Income (TSP G Fund)

(Totals do not add to 100% because of rounding.)


Submitted for your approval.


(Edited for clarity.)
Gordon
User avatar
Robert T
Posts: 2747
Joined: Tue Feb 27, 2007 9:40 pm
Location: 1, 0.2, 0.4, 0.5
Contact:

Post by Robert T »

.
Thanks Brad.

FWIW - YTD performance (according to M*) of the portfolios that I earlier set up in M* http://www.bogleheads.org/forum/viewtopic.php?t=46446

Code: Select all

To end March
                                   YTD 

ASSET ALLOCATION 
...ETF                            4.31 
...DFA TM                         4.61 
...Total Market                   2.68 

SECURITY SELECTION 
...Fairholme                     12.86 
...Cumming-Ackman-Lampert         9.21 
...Dodge and Cox                  4.21 

MARKET TIMING 
...10 month Moving Average        5.99 
...Inverted Yield Curve           5.13
...GMO Valuation                  3.60


All portfolios have a long-term expected
average bond allocation of 20 to 25 percent.

.
Post Reply