madsinger monthly report (September 2011)

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madsinger
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madsinger monthly report (September 2011)

Post by madsinger »

Here is a big fat collection of portfolios, with their September 2011 returns, 2011 YTD return, and annualized returns since 1999, 2001, 2006 and 2008 (12 years 9 months, 10 years 9 months, 5 years 9 months, 3 years 9 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
                   Sep     YTD      since   since   since   since
                   2011    2011     2008    2006    2001    1999
Hot Hands       -11.41%  -14.27%  -10.70%  -1.89%   7.19%   9.57%
Sheltered Sam    -9.61%  -12.86%   -4.71%   0.96%   4.17%   4.98%
VFINX            -7.04%   -8.78%   -4.69%   0.31%   0.36%   1.06%
                  
s&d              -7.95%   -9.91%   -1.97%   2.53%   4.97%   5.70%
Newsletter G-IND -8.48%   -9.30%   -4.04%   1.84%   3.78%   3.37%
Newsletter G     -7.22%  -10.00%   -4.19%   1.82%   3.53%   7.05%
3 fund           -7.18%   -9.05%   -2.71%   2.37%   3.24%   3.60%
LS G             -7.29%   -9.45%   -4.11%   1.12%   2.21%   2.69%
                  
coffeehouse      -5.31%   -4.89%    1.22%   3.77%   5.50%   5.85%
Wellington       -4.13%   -4.04%    0.29%   4.09%   5.35%   5.66%
STAR             -5.30%   -5.54%   -0.36%   2.83%   4.25%   4.99%
Newsletter CG    -6.10%   -7.60%   -3.14%   1.92%   3.36%   5.36%
LS MG            -5.28%   -5.62%   -1.47%   2.47%   3.25%   3.58%
                  
Wellesley        -1.46%    3.32%    4.89%   6.10%   6.30%   6.18%
Newsletter Inc   -3.71%   -1.50%    0.36%   2.67%   3.89%   3.74%
LS CG            -3.54%   -2.82%    0.46%   3.29%   3.83%   4.08%
                  
madsinger        -7.26%   -9.00%   -1.01%   2.95%      
Last edited by madsinger on Tue Oct 04, 2011 8:17 am, edited 1 time in total.
gkaplan
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Location: Portland, Oregon

Post by gkaplan »

As of 09/30/2011, my year-to-date return is –10.23. My annualized quarterly, one-year, three-year, and five-year rate of returns are -43.51%, -4.19%, 2.48%, and 1.65, respectively.

My best fund year-to-date has been the TSP G Fund with a year-to-date return of 2.01%. My annualized quarterly, one-year, and three year rate of returns are 2.29%, 2.58%. and 2.86, respectively.

My worst performing fund year-to-date has been the Vanguard Emerging Markets Stock Index Fund Admiral Shares class with a year-to-date return of –23.28%. My annualized quarterly return is -66.25%. (I have held the Admiral Shares class of this fund only since October 6, 2010.)

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

65.40%: Vanguard Roth IRA (My year-to-date return is –15.41%. My annualized quarterly, one-year, three-year, and five-year returns are –57.22%, -7.28%, 2.65%, and 1.60%, respectively).

34.60%: Thrift Savings Plan (My year-to-date return is 2.01%. My annualized quarterly, one-year, three-year, and five-year returns are 2.29%, 2.69%, 1.21%, and 0.07, respectively).

My 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 09/30/2011, my equity/fixed Income allocation is split 65/35. Specifically, my current allocations (as of 09/30/2011) are as follows.

11.09%: Domestic Large-Cap Value (VIVAX)
10.13%: Domestic Small-Cap Value (VSAIX)
12.20%: Domestic REIT (VGSLX)
05.32%: Foreign Markets Large – Developed – Europe (VEURX)
05.42%: Foreign Markets Large – Developed – Pacific (VPACX)
10.93%: Foreign Markets Small – Developed and Emerging (VSFVX)
10.32%: Foreign Markets Large – Emerging (VEMAX)
34.60%: Fixed Income (TSP G Fund)

(Does not add to 100.00% because of rounding.)


All in all, not a good quarter and a disappointment to a year that had started out with so much promise.
Gordon
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madsinger
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Post by madsinger »

What to say....what to say?

Most US stocks down over 7% for the month. Small caps had double digit losses...Vanguard's Precious Metals fund down over -20% for the month. Bonds had a positive month.

Hot Hands are down almost -35% since Jan 2008. Wellesley up almost 20% over the same period of 3 years and 9 months.

Wishing you all well!

-Brad.
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madsinger
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Post by madsinger »

Thanks for posting, Gordon. Let's hope these quarterly returns don't get "annualized"! (it would be quite "historical" to have losses like these for four straight quarters!)

-Brad.
investor
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Post by investor »

Brad, here are the newsletter returns for Sept and YTD:

Growth -7.3%, -10.0%
Cons Growth -6.2%, -7.6%
Income -3.7%, -1.5%
Grpwth Index -8.5%, -9.3%

my YTD = -1.97% roughly 62/38
using mostly Wellington and Wellesley

Thanks for your monthly postings

investor
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madsinger
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Post by madsinger »

Thank you, investor, for the numbers. I noticed on the website, the "income" model lists a +1.5% YTD, but your numbers (-1.5%) agree with the monthly return.

I've updated the chart to include the newsletter returns.

Wellesley continues to widen its return gap over all other portfolios. Its 6.10% annualized return since January 2006 is more than 2 percentage points above the "second place" (Wellington...it's big brother).

The madsinger portfolio is only surpassed by the W siblings and coffeehouse since 2006. However, my overweighting of "small", my bonds being all short term, and that little nod to precious metals have all had a negative impact on returns this year (compared with the more "total-y" portfolios).

I'm not a big believer of "cycles" for investing...but if one looks at those 18 year things...(1946-1964 up), (1964-1982 down), (1982-2000 up)....I'd like to think that we're more than half way through this current cycle (...but...do I really have to wait seven more years?)

Wishing you all situation appropriate portfolios, and success in achieving your financial goals!

-Brad.
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stratton
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Post by stratton »

Sell everything and buy Wellesley.

:-)

Paul
...and then Buffy staked Edward. The end.
Snowjob
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Post by Snowjob »

Down 21% through Sep !
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White Coat Investor
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Post by White Coat Investor »

Hot Hands has really had a poor run hasn't it?
1) Invest you must 2) Time is your friend 3) Impulse is your enemy | 4) Basic arithmetic works 5) Stick to simplicity 6) Stay the course
AQ
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Post by AQ »

Thanks a lot. Read it every month. Still hope to see 1Y/3Y/5Y/10Y returns instead of current formats.

And possible to share your underlying data?
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