madsinger monthly report (June 2011)

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madsinger
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madsinger monthly report (June 2011)

Post by madsinger »

Here is a big fat collection of portfolios, with their June 2011 returns, 2011 YTD return, and annualized returns since 1999, 2001, 2006 and 2008 (12 years 6 months, 10 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 62/5/3/30 stock/REIT/PM/bond.

-Brad.

Code: Select all

                                  CAGR    CAGR    CAGR    CAGR
                  June    YTD     since   since   since   since
                  2011    2011    2008    2006    2001    1999
Hot Hands        -1.95%  10.09%  -4.86%   2.59%   9.95%  11.99%
Sheltered Sam    -2.08%   5.36%   0.26%   4.55%   6.18%   6.69%
VFINX            -1.67%   5.95%  -0.87%   3.09%   1.81%   2.30%
                  
s&d              -1.75%   5.01%   2.27%   5.54%   6.63%   7.12%
Newsletter G-IND -1.55%   7.70%   0.50%   5.15%   5.58%   4.87%
Newsletter G     -2.13%   5.70%   0.01%   4.93%   5.21%   8.58%
3 fund           -1.44%   4.76%   1.10%   5.15%   4.72%   4.85%
LS G             -1.50%   5.11%  -0.24%   3.95%   3.72%   3.98%
                  
coffeehouse      -1.47%   4.86%   4.18%   5.80%   6.62%   6.80%
Wellington       -1.32%   5.11%   2.95%   6.02%   6.40%   6.55%
STAR             -1.33%   4.67%   2.58%   4.90%   5.38%   5.96%
Newsletter CG    -1.67%   5.80%   0.45%   4.55%   4.78%   6.62%
LS MG            -1.23%   4.58%   1.35%   4.52%   4.34%   4.50%
                  
Wellesley        -1.05%   5.09%   5.76%   6.71%   6.62%   6.45%
Newsletter Inc   -0.94%   5.60%   2.40%   4.10%   4.67%   4.40%
LS CG            -0.96%   3.77%   2.40%   4.68%   4.57%   4.71%
                  
madsinger        -1.57%   4.19%   2.82%   5.66%      
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madsinger
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Post by madsinger »

Thanks to this week, June did not look nearly as bad as it had most of the month. Another down month, but most portfolios are near 5% for the first six months of the year (which is approximately at 10% annualized return). I think most long term investors would be pretty happy with that!

I hope you all are off to a good summer!

-Brad.
livesoft
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Post by livesoft »

Vanguard 2020 at 34% bonds is 4.66% YTD (thru 6/30/2011)
Vanguard 2015 at 42% bonds is 4.51% YTD (thru 6/30/2011)
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hlfo718
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Post by hlfo718 »

Why is hot hands doing so well? What is the breakdown of that?

Happy 4th everyone :)
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Post by madsinger »

hlfo718 wrote:Why is hot hands doing so well? What is the breakdown of that?

Happy 4th everyone :)
Hot Hands is a "one fund" portfolio...(which isn't really a portfolio...). It is the "best performing non-sector Vanguard stock fund" from the previous year. This year (2011), it is Small Cap Growth Index, which is doing well this year. This "portfolio" has had some setbacks since 2008, but was a stellar performer in the first half of the decade (holding value funds in 2001 and 2002, and International Explorer for 4 years 2004-2007).

-Brad.
AQ
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Post by AQ »

Thanks.

Vanguard reports returns with 1-year, 3-year and 5-year format. I would think most places use those kinds of formats, i.e., 1 / 3 / 5 /10 year returns... Not sure why you chose this format like since 2008 / 2009, etc. So it's a bit hard for me to compare your numbers with Vanguard's which I would like to do...
gkaplan
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Post by gkaplan »

As of 06/30/2011, my year-to-date return is 3.80%. My one-year rate of return is 22.07%. My three-year rate of return is 17.16%. My five-year return is 32.24%.

Because I converted most of my Vanguard Investor shares to Vanguard Admiral shares in October of last year, the following returns I am citing might be misleading. (I did convert my Value Index fund nearly two years ago. My Small-Cap Index fund, which I have held over ten years, has no Admiral share class. My FTSE All-World ex-US Small-Cap Index Fund, which I have held nearly two years, also has no Admiral Share class.) I cite them, nevertheless.

My best fund year-to-date has been the Vanguard REIT Index Fund Admiral Shares class with a year-to-date return of 10.30%

My worst performing fund year-to-date has been the Vanguard Pacific Stock Index Fund Admiral Shares class with a year-to-date return of –1.20%

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

70.70%: Vanguard Roth IRA (YTD 4.78%, 1-Year 31.92%, 3-year 24.52%, and 5-year returns 40.75%, respectively).

29.30%: Thrift Savings Plan (YTD 1.43%, 1-Year 2.63%, 3-year -1.89%, and 5-year returns -8.25%, 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
06%: Foreign Markets Large – Developed – Europe
06%: Foreign Markets Large – Developed – Pacific
12%: Foreign Markets Small – Developed and Emerging
12%: Foreign Markets Large – Emerging
28%: Fixed Income

As of 06/30/2011, my equity/fixed Income allocation is split 71/29. Specifically, my current allocations (as of 06/30/2011) are as follows.

11.45%: Domestic Large-Cap Value (VIVAX)
11.16%: Domestic Small-Cap Value (VISVX)
12.45%: Domestic REIT (VGSLX)
06.06%: Foreign Markets Large – Developed – Europe (VEURX)
05.47%: Foreign Markets Large – Developed – Pacific (VPACX)
12.27%: Foreign Markets Small – Developed and Emerging (VSFVX)
11.84%: Foreign Markets Large – Emerging (VEMAX)
29.30%: Fixed Income (TSP G Fund)

Note: My returns are not annualized.
Gordon
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madsinger
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Post by madsinger »

AQ wrote:Thanks.

Vanguard reports returns with 1-year, 3-year and 5-year format. I would think most places use those kinds of formats, i.e., 1 / 3 / 5 /10 year returns... Not sure why you chose this format like since 2008 / 2009, etc. So it's a bit hard for me to compare your numbers with Vanguard's which I would like to do...
This is a good issue that others have raised before. I have finally collected up the spreadsheets from past years (back through 2006, so I can do 1, 3, and 5 years). I'll try and get this information put together so I can make a chart.

Stay tuned!

-Brad.
AQ
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Post by AQ »

Hi, Brad,

Wonder how one can get historical monthly returns for Vanguard funds? I know we can get it from the web site or yahoo, but I need to do it one by one. Wonder if there is a place or spreadsheeet containing all funds in one place. Thanks.
Snowjob
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Post by Snowjob »

Brokerage Benchmark -- VT All world index

Brokerage Account / Benchmark YTD
Return 14.97% / 4.96%
Sharpe 1.31 / 0.68
Sortino 2.52 / 1.37
Calmar 4.66 / 2.84
StD. 5.69 / 2.56



** 401K, no benchmark needed as this is all indexed
robwny
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Post by robwny »

Hi this was the newest thread I could find what is. S&d fund
livesoft
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Post by livesoft »

robwny wrote:Hi this was the newest thread I could find what is. S&d fund
From the first post in the thread:
The s&d is 10 each of VFINX, VIVAX, NAESX, VISVX, VGSIX, 25 VGTSX, 5 VINEX, 20 VBMFX.
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