madsinger monthly report

[madsinger]

Here is a big fat collection of portfolios, with their June 2010 returns, 2010 YTD return, and annualized returns since 1999, 2001, 2005 and 2007 (11 years 6 months, 9 years 6 months, 5 years 6 months, 3 years 6 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
                  June     YTD      since    since    since    since
                  2010     2010     2007     2005     2001     1999
Hot Hands        -8.00%   -9.20%  -13.33%   -0.90%    6.74%    9.45%
Sheltered Sam    -4.96%   -5.16%   -6.36%    1.41%    3.84%    4.79%
VFINX            -5.25%   -6.71%   -6.74%   -0.95%   -0.82%    0.16%
                       
s&d              -3.21%   -3.18%   -3.24%    2.82%    4.77%    5.62%
Newsletter G-IND -4.90%   -4.80%   -4.68%    1.74%    2.93%    2.63%
Newsletter G     -4.99%   -6.80%   -4.58%    2.07%    2.93%    6.92%
3 fund           -2.88%   -5.54%   -2.94%    2.34%    2.74%    3.23%
LS G             -3.60%   -4.58%   -4.83%    0.78%    1.56%    2.20%
                       
coffeehouse      -2.65%    0.04%   -0.43%    3.45%    5.28%    5.71%
Wellington       -2.14%   -3.32%   -0.16%    3.70%    5.01%    5.41%
STAR             -2.38%   -3.43%   -1.09%    2.65%    3.85%    4.73%
Newsletter CG    -4.06%   -5.50%   -3.59%    1.89%    2.82%    5.13%
LS MG            -2.42%   -2.03%   -2.04%    1.98%    2.73%    3.18%
                       
Wellesley         0.20%    1.70%    3.38%    4.79%    5.84%    5.79%
LS CG            -1.32%    0.13%    0.26%    2.83%    3.51%    3.85%
Newsletter Inc   -1.40%   -1.10%   -1.46%    2.01%    3.29%    3.24%
                       
madsinger        -3.30%   -1.45%   -1.85%    3.25%

[madsinger]

Not much to say that isn't said in the chart. Bonds are doing pretty well, stocks are not.

I'll update the chart when the newsletter updates their website.

-Brad.

[gkaplan]

As of 06/30/2010, the year-to-date return on my retirement portfolio is –1.90%. My one year rate of return is 17.20%. My three-year rate of return is –7.06%. My five-year return is 19.94%. .

My best performing fund, year-to-date, is the Vanguard REIT Index Fund. My year-to-date rate of return is 5.61%. My one-year rate of return is 59.40%. My three-year rate of return is –11.11%. My five-year rate of return is 9.49%.

My poorest performing fund, year-to-date, is the Vanguard European Stock Index Fund. My year-to-date rate of return is -16.89%. My one-year rate of return is -2.20%. (I have held this fund only since 06/30/2009.)

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

67.45%: Vanguard Roth IRA (YTD –4.62%, 1-Year 23.17%, 3-year –10.16%, and
5-year returns 20.37%, respectively).

32.55%: Thrift Savings Plan (YTD 1.61%, 1-Year 3.22%, and 3-year returns
–5.25%, respectively).

Target allocation for my retirement portfolio is 72/28 Equity/Fixed Income. Specifically, my target allocations are as follows:

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

As of 06/30/2010, my equity/fixed Income allocation is split 67/33. Specifically, my current allocations (as of 06/30/2010) are as follows.

11.20%: Domestic Large-Cap Value (VIVAX)
10.62%: Domestic Small-Cap Value (VISVX)
11.69%: Domestic REIT (VGSIX)
5.00%: Foreign Markets Large – Developed – Europe (VEURX)
5.61%: Foreign Markets Large – Developed – Pacific (VPACX)
11.57%: Foreign Markets Small – Developed and Emerging (VSFVX)
11.77%: Foreign Markets Large – Emerging (VEIEX)
32.55%: Fixed Income (TSP G Fund)

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


Submitted for your approval.

[gkaplan]

As of 06/30/2010, the year-to-date return on my retirement portfolio is –1.90%. My one year rate of return is 17.20%. My three-year rate of return is –7.06%. My five-year return is 19.94%. .

My best performing fund, year-to-date, is the Vanguard REIT Index Fund. My year-to-date rate of return is 5.61%. My one-year rate of return is 59.40%. My three-year rate of return is –11.11%. My five-year rate of return is 9.49%.

My poorest performing fund, year-to-date, is the Vanguard European Stock Index Fund. My year-to-date rate of return is -16.89%. My one-year rate of return is -2.20%. (I have held this fund only since 06/30/2009.)

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

67.45%: Vanguard Roth IRA (YTD –4.62%, 1-Year 23.17%, 3-year, –10.16%, and 5-year returns 20.37%, respectively).

32.55%: Thrift Savings Plan (YTD 1.61%, 1-Year 3.22%, and 3-year returns
–5.25%, respectively).

Target allocation for my retirement portfolio is 72/28 Equity/Fixed Income. Specifically, my target allocations are as follows:

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

As of 06/30/2010, my equity/fixed Income allocation is split 67/33. Specifically, my current allocations (as of 06/30/2010) are as follows.

11.20%: Domestic Large-Cap Value (VIVAX)
10.62%: Domestic Small-Cap Value (VISVX)
11.69%: Domestic REIT (VGSIX)
5.00%: Foreign Markets Large – Developed – Europe (VEURX)
5.61%: Foreign Markets Large – Developed – Pacific (VPACX)
11.57%: Foreign Markets Small – Developed and Emerging (VSFVX)
11.77%: Foreign Markets Large – Emerging (VEIEX)
32.55%: Fixed Income (TSP G Fund)

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


Submitted for your approval.

[investor]

I'll update the chart when the newsletter updates their website.

from the newsletter:
June, YTD:
Growth -5.0, -6.8%
G-Index -4.9, -4.8
CG -4.1, -5.5
Income -1.4, -1.1

investor

[Rob5TCP]

Thanks again.

[Robert T]

.
Thanks Brad.

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 June (according to M*) 
                                   YTD 

ASSET ALLOCATION 
...ETF                           -4.76 
...DFA TM                        -4.43 
...Total Market                  -6.56 

SECURITY SELECTION 
...Fairholme                      0.70 
...Cumming-Ackman-Lampert        -0.84 
...Dodge and Cox                 -6.03  

MARKET TIMING 
...10 month Moving Average       -0.11 
...Inverted Yield Curve          -4.97  
...GMO Valuation                 -6.87  

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

.

[Bounca]

Thanks for post, as always.

Checking in…..

IRA (approx 70/30 AA)
<b>Month -2.96 %
YTD -2.60 %</b>
Contains:
20% BND
5% BSV
5% TIP
5% WTMIX (Westcore Microcap)
5% DLS
10% VEA
5% VWO
5% VNQ
5% VBR
35% FSTMX (Fidelity Spartan Total Market)
----------------------------
ROTH (approx 75/25 AA)
<b>Month -2.65 %
YTD -4.90 %</b>
Contains Actively Managed Cocktail of:
Roughly 60% EXHAX (Manning and Napier Pro Blend Max)
Roughly 40% EXBAX (Manning and Napier Pro Blend Moderate)

[madsinger]

I'll update the chart when the newsletter updates their website.

from the newsletter:
June, YTD:
Growth -5.0, -6.8%
G-Index -4.9, -4.8
CG -4.1, -5.5
Income -1.4, -1.1

investor

Thank you, investor!

The chart in the original post has been updated.

[madsinger]

Okay...I should give this a little more thought (it's only once a month, after all).

Total Bond fund and REIT fund are up 5.33% and 5.61%, respectively, YTD. So, portfolios with more bonds, or a dollop of REITs tend to be doing a little better (s&d and coffeehouse --- and heck, madsinger!) Wellesley continues to hold up well.

For those of you keeping track, the Newsletter Growth Index has eked past the Newsletter Growth in my sorting (as of 2001) by having a cumulative 9-1/2 year return of 31.60% to 31.55% (but they round off to the same number at 2.93% annualized).

Thank you to those who post here, and for those of you who have sent messages! I appreciate your comments.

-Brad.

[Snowjob]

IRA: + 13.94% YTD
Brokerage/Margin Account: + Aprox 9.1% YTD
401k: Down 1% YTD

[AlohaBill]

Hi Brad,
Would it be possible for you to post CAGR back to 1989?
Thank you.

[madsinger]

Hi Brad,
Would it be possible for you to post CAGR back to 1989?
Thank you.

Hello AlohaBill,

I'm afraid this is not possible for these portfolios, because many of the funds in these portfolios did not exist back then! In fact, the reason I go back to 1999, is that some of the portfolios use the Vanguard Small Value Index fund which was only started during the year 1998. 1999 is the first year that I have complete data for all of the funds.

-Brad.

[AlohaBill]

Hi Brad,
Thank you for the reply.
Bill