madsinger monthly report

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madsinger
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madsinger monthly report

Post by madsinger »

Here is a big fat collection of portfolios, with their November 2007 returns, 2007 YTD returns, and annualized returns since 1999, 2001, 2003 and 2005 (8 years 11 months, 6 years 11 months, 4 years 11 months, 2 years 11 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. This year I'm also adding William Bernstein's "Sheltered Sam" 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 (slice-n-dice, approximately 66/5/3/26 stock/REIT/PM/bond) is included at the end.

-Brad.

Code: Select all

                                CAGR    CAGR    CAGR    CAGR
                Nov     YTD     since   since   since   since
                2007    2007    1999    2001    2003    2005
Sheltered Sam  -5.63%   4.99%    9.59%   9.64%  18.58%  12.59%
VFINX          -4.19%   6.13%    3.68%   3.32%  13.08%   8.74%

s&d            -4.36%   5.46%    9.35%   9.24%  16.69%  11.30%
Newsletter G   -4.53%  11.60%   12.41%   8.24%  17.91%  13.75%
3 fund         -3.34%   9.87%    6.53%   6.81%  15.36%  11.48%
LS G           -3.55%   8.26%    5.81%   5.95%  14.48%  10.35%

Wellington     -1.31%   8.92%    8.13%   8.35%  12.64%  10.17%
coffeehouse    -2.68%   4.00%    8.07%   8.16%  12.55%   8.22%
newsletter CG  -3.93%  10.10%    9.38%   7.32%  15.38%  11.53%
STAR           -2.15%   7.66%    7.48%   7.04%  12.28%   8.88%
LS MG          -2.25%   7.89%    5.87%   6.02%  12.04%   8.92%
     
Wellesley      -0.18%   6.14%    6.84%   7.22%   7.72%   6.90%
newsletter Inc -2.51%   4.70%    5.34%   6.03%   9.86%   7.14%
LS CG          -1.13%   7.24%    5.71%   5.78%   9.47%   7.41%

madsinger      -4.06%   6.21%                           10.57% 
Last edited by madsinger on Tue Dec 04, 2007 5:07 pm, edited 2 times in total.
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madsinger
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Post by madsinger »

For November:

REITs down -9.31%
Emerging Markets down -8.00%
Precious Metals down -7.44%
Small and Small Value down about -6.75%

Not many places to hide in November. Bonds did quite well, Total Bond up 1.81% and Intermediate Bond Index up 2.44%.

Wellington has "passed" coffeehouse again in my chosen sort column of "since 2001". The Coffeehouse lagging this year with REITs, and Small caps.

My madsinger portfolio underperformed "total markets" with overweightings in the things I listed at the top of this post. However, up 6.21% YTD through November is certainly not a bad year.

Hoping you were all comfortable with your asset allocations through November. For me, it looks like I may be selling some bonds and buying some Small Value by the end of the year (just rebalancing back to my targets).

-Brad.
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TnGuy
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Post by TnGuy »

Here's TnGuy's 100% equity'er for November:


Nov - (5.81)
YTD - 11.95
12 Months - 15.16

Leaders for November:

Intl. LV - (4.06)
Intl. LG - (4.56)
LG - (4.59)
LV - (4.96)

Laggards:

SG - (6.19)
SV - (7.40)
Intl. REIT - (7.80)
EM - (7.99)
REIT - (9.32)


Tough go 'round in all aspects (though, a wonderful long-term buying opportunity!) for November. International (sans EM & REIT) did the "best of the worst". Domestic REIT continues it's bruising.

Thanks, Brad.


David
"Money will not make you happy. And happy will not make you money." - Groucho Marx
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paulob
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Post by paulob »

Although November was ugly, I'm still satisfied with the longer time period.

My 401-k:
November (-5.52%)
YTD 13.00%

My son's IRA:
YTD 15.47%

Brad, I noticed your intro about the coffeehouse still states that you can't post a link. The edit feature can allow you to update that.
Paul
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Petrocelli
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Thanks Brad

Post by Petrocelli »

My YTD returns:

Vanguard portfolio:Up 7.14%
FundX Newsletter portfolio: Up 16.49%
Petrocelli (not the real Rico, but just a fan)
canyon
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Post by canyon »

Hi Petrocelli,
The FundX numbers are certainly impressive. I'm not familiar with the newsletter or strategy. I checked their website and that provides only a vague overview. Could you say more about it? Thanks...
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Petrocelli
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Post by Petrocelli »

canyon wrote:Hi Petrocelli,
The FundX numbers are certainly impressive. I'm not familiar with the newsletter or strategy. I checked their website and that provides only a vague overview. Could you say more about it? Thanks...
Canyon:

The newsletter uses a momentum-based trading strategy. You are simply buying "hot" funds and ETFs, and selling them when they fall below a certain threshold.

The newsletter has a suggested portfolio. The portfolio can be replicated with around $75,000. The portfolio has a lot of tracking error. It should only be used in a tax-deferred account.

I employ the strategy with a small percentage of my portfolio. It has worked in the past. Whether it will work in the future is anyone's guess.
Petrocelli (not the real Rico, but just a fan)
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madsinger
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Post by madsinger »

paulob wrote:I noticed your intro about the coffeehouse still states that you can't post a link. The edit feature can allow you to update that.
Thank you, Paul! I simply cut and paste an old post, and forgot to try again. I've updated the link using the edit function. Thanks!

-Brad.
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tarkbud
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Post by tarkbud »

Thanks Brad--

For your usual beautiful table. (just ignoring the numbers for now.)

Regards,

Sandy

P.S. It is really nice not to have to play the game of "now you see it, now you don't." as frequently happened on M*
I Bleed Purple!
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madsinger
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Post by madsinger »

Chart update!

Simba pointed out that I had made a mistake on a couple of my numbers. It turns out that on my spreadsheet, I used 6.59% for the YTD return for the Total Bond Market fund. The correct number is 6.69%. I have updated my spreadsheet and changed my chart accordingly. In this case, it results in a tiny difference (1 or 2 basis points) on the returns of the slice-n-dice portfolio and the three fund portfolio.

If anyone had committed the chart to memory and noticed that it is now different, this is why!

Thanks for the proofreading, simba!

I'll try to be more careful! :oops:

-Brad.
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Robert T
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Post by Robert T »

.
Brad,

Thanks for the numbers

YTD +7.something

Not bad considering we have had a negative US ‘value premium’ (HmL) of -15.49% and a negative ‘size premium’ of –5.96% (SmB) for 12 months to end October (according to the Ken French website). International (factor) diversification, especially EM, and US treasuries have helped diversify my US value and small cap tilted allocation so far this year. Need to rebalance again soon.

Robert
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southport
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Post by southport »

Forgive me, but what does CAGR stand for?
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simba
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Thanks Brad

Post by simba »

Brad,

First of all thank you for the wonderful effort you put in providing these numbers.

I was setting up a spreadsheet to add some more portfolios and was cross-checking the numbers to ensure there were no errors in the formula I was using. Since my numbers didn't match yours I wanted to ensure I was doing it correctly. I never doubted your results.

From your reports I couldn't tell what returns you were using and I assumed I was using the wrong formula/returns.

As it turned out both of used a couple of wrong returns :)

Thanks again for your help and keep up the good work.

Best Regards,
Simba
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tarkbud
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Post by tarkbud »

If anyone had committed the chart to memory
Yeah, right! I do it all the time.

In my sparetime no less. :wink:

Sandy
I Bleed Purple!
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mapleosb
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Post by mapleosb »

southport wrote:Forgive me, but what does CAGR stand for?

Compound Annual Growth Rate (CAGR)
“A mile of highway will take you a mile. A mile of runway will take you anywhere!”
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Post by southport »

Av8tor,

Many thanks. All of a sudden I feel like a beginner.

How is Compound Annual Growth Rate different from average annual return?

thanks in advance.
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simba
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Post by simba »

southport,

Check out the glossary in the reference library.

Check Gummy's page for different returns.

If you have time, look around gummy's website. It's full of treasures :)

Regards,
Simba
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cfs
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Good info

Post by cfs »

Thanks to Brad for all the good info provided on the original post.
~ Member of the Active Retired Force since 2014 ~
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