madsinger monthly report (March 2012)

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madsinger
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madsinger monthly report (March 2012)

Post by madsinger »

Here is a big fat collection of portfolios, with their February 2012 returns, 2012 YTD return, and annualized returns since 1999, 2002, 2007 and 2009 (13 years 3 months, 10 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 10 year Total Return. 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 61/5/3/31 stock/REIT/PM/bond.

-Brad.

Code: Select all

                                     CAGR    CAGR    CAGR    CAGR
                   Mar      YTD      since   since   since   since
                   2012     2012     2009    2007    2002    1999
Hot Hands          2.74%    8.37%   14.68%  -2.93%   8.50%  11.01%
Sheltered Sam      1.88%   11.47%   16.99%   1.26%   7.10%   6.49%
VFINX              3.29%   12.54%   17.05%   1.96%   3.94%   2.79%
                  
s&d                1.31%    9.68%   14.99%   2.56%   7.39%   6.84%
Newsletter G       2.22%   10.30%   17.11%   2.39%   6.32%   8.31%
Newsletter G-IND   1.93%   11.00%   18.82%   3.00%   6.25%   4.80%
3 fund             1.20%   10.09%   14.19%   2.86%   6.17%   4.78%
LS G               1.44%   10.09%   14.37%   1.67%   5.00%   3.93%

Code: Select all

coffeehouse        1.32%    7.17%   13.47%   4.10%   7.03%   6.74%
Wellington         1.49%    7.55%   13.62%   4.73%   6.77%   6.66%
STAR               1.04%    8.86%   13.98%   3.88%   5.95%   5.98%
Newsletter CG      1.87%    8.90%   15.34%   2.64%   5.67%   6.55%
LS MG              0.88%    7.52%   12.58%   2.86%   5.23%   4.48%
                  
Wellesley          0.47%    3.66%   12.32%   6.46%   6.86%   6.70%
Newsletter Inc     1.05%    6.20%   13.59%   3.40%   5.47%   4.58%
LS CG              0.41%    5.05%   10.68%   3.49%   5.00%   4.68%
                  
madsinger          1.23%    8.54%   15.12%   3.26%      
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Re: madsinger monthly report (March 2012)

Post by madsinger »

And, the 1, 3, and 5 year charts. These reflect the 12, 36 and 60 month returns for these portfolios. First three columns are annualized returns, last two are total returns.

-Brad.

Code: Select all

                  1-year   3-year   5-year   3 yr total  5 yr total
VFINX              8.38%   23.29%   1.93%      87.41%      10.05%
sheltered sam      2.34%   25.26%   0.89%      96.53%       4.51%
Hot Hands         -3.60%   19.40%  -4.30%      70.20%     -19.72%
                  
3 fund             3.22%   19.23%   2.58%      69.48%      13.56%
s&d                2.23%   21.74%   2.16%      80.42%      11.27%
Newsletter G       3.58%   21.22%   1.93%      78.11%      10.05%
LS G               2.92%   19.68%   1.44%      71.43%       7.42%
Newsletter G-IND   3.82%   23.62%              88.91%   

Code: Select all

Wellington         7.23%   17.68%   4.74%      62.97%      26.03%
coffeehouse        5.23%   19.20%   3.99%      69.36%      21.62%
STAR               5.98%   17.61%   3.76%      62.68%      20.28%
LS MG              4.07%   16.60%   2.71%      58.54%      14.30%
Newsletter CG      5.15%   19.03%   2.33%      68.65%      12.23%
                  
Wellesley         10.68%   16.06%   6.40%      56.35%      36.35%
LS CG              4.16%   13.44%   3.37%      45.97%      18.05%
Newsletter Inc     8.05%   16.33%   3.03%      57.44%      16.07%
                  
madsinger          2.30%   20.54%   2.91%      75.15%      15.41%
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madsinger
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Re: madsinger monthly report (March 2012)

Post by madsinger »

Sorry for the late post this month. I had some Microsoft Office issues on my computer.

March was the least frothy of the first three months of the year, but a very big first quarter for stocks.

Most stock funds up 10% to 15% for the year (ending March 31). Bonds are pretty much flat for the year.

Precious Metals fund dropped 9% for March. Domestic stocks up 2% to 3%. International was down -1% to -3%.

I hope you all had a good quarter!

-Brad.
gkaplan
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Re: madsinger monthly report (March 2012)

Post by gkaplan »

As of March 31, 2012, my year-to-date return is 8.16%. My one-year rate of return is –0.03%. My three-year rate of return is 17.40%. My five-year return is 3.15%.

My best fund year-to-date has been the Vanguard Emerging Markets Stock Index Fund Admiral Shares, with a year-to-date return and a one-year return of 13.96% and –7.52%, respectively, followed closely by the Vanguard FTSE All-World ex-US Small-Cap Index Fund Investors Shares, with a year-to-date return and a one-year return of 13.90% and -10.30%, respectively

My worst performing fund year-to-date has been the TSP G Fund, with a year-to-date return, one-year return, and three-year return of 0.39%, 2.09%, and 2.61%, respectively. My worst performing equity fund year-to-date has been the Vanguard Value Index Fund Admiral Shares, with a year-to-date return and a one year return of 10.57% and 4.39%, respectively. I can’t say that I’m unhappy that my worst performing equity fund still is returning 10.57% year-to-date. In addition, this fund is the only equity fund of mine that is showing a positive one-year gain.

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

68.67%: Vanguard Roth IRA (a year-to-date return of 12.07%; a one-year return of
–0.92%; a three-year return of 23.47%, and a five-year return of 3.88%)

31.33%: Thrift Savings Plan (a year-to-date return of 0.39%; a one-year return of
2.09%; and a three-year return of 2.61%)

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 March 31, 2012, my equity/fixed Income allocation is split 69/31. Specifically, my current allocations are as follows.

11.69%: Domestic Large-Cap Value (VIVAX)
11.20%: Domestic Small-Cap Value (VISVX)
13.11%: Domestic REIT (VGSLX)
05.15%: Foreign Markets Large – Developed – Europe (VEURX)
05.08%: Foreign Markets Large – Developed – Pacific (VPACX)
10.54%: Foreign Markets Small – Developed and Emerging (VSFVX)
11.91%: Foreign Markets Large – Emerging (VEMAX)
31.33%: Fixed Income (TSP G Fund)

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

Good first quarter. Second quarter not looking quite as good.
Gordon
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stratton
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Re: madsinger monthly report (March 2012)

Post by stratton »

Oh, oh. Wellesley is falling behind.

A bear market can fix that "problem!" :twisted:

Paul
...and then Buffy staked Edward. The end.
livesoft
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Re: madsinger monthly report (March 2012)

Post by livesoft »

I'm trying out charting two different kinds of benchmark portfolios. The blue line is simply from the Vanguard Target Retirement funds found at http://www.vanguard.com (market-weighted no-tilt index portfolios) . The red line is from DFA portfolios found at http://www.ifa.com (shall we say slice-and-dice small-cap- and value-tilted). In the chart below, the purple line is for year-to-Mar 31st for the Vanguard TR funds (same date range as this thread). The green triangle is the madsinger portfolo numbers reported in this thread.

Image
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Re: madsinger monthly report (March 2012)

Post by madsinger »

Hello livesoft,

Thanks for posting this chart! It looks like my green triangle is a little under the TR benchmark! I'll have to get to work on that!

I appreciate your taking the time to post this.

-Brad.
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Re: madsinger monthly report (March 2012)

Post by livesoft »

@madsinger, I understand your portfolio to be slice-and-dice small-cap and value-tilted. Since slice-and-dice has done worse than market-weights (TR funds) this year, if you are getting close to them, you are doing GREAT! because you are doing better than the red line (at least by my inference).

Maybe next month I will put little marks for all the portfolios in the original post on such a chart.
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Carl53
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Re: madsinger monthly report (March 2012)

Post by Carl53 »

livesoft wrote:I'm trying out charting two different kinds of benchmark portfolios. The blue line is simply from the Vanguard Target Retirement funds found at http://www.vanguard.com (market-weighted no-tilt index portfolios) . The red line is from DFA portfolios found at http://www.ifa.com (shall we say slice-and-dice small-cap- and value-tilted). In the chart below, the purple line is for year-to-Mar 31st for the Vanguard TR funds (same date range as this thread). The green triangle is the madsinger portfolo numbers reported in this thread.

Image
live, I see the data used for the purple line on the vanguard site, but help me out as to where the other data is coming from. From the description above it seems to me that both the blue and purple lines are intended to portray the same info, but that obviously is not the case. Also, I have never been to the ifa site before. Wow a lot of show! Apparently the data you plotted is not the 10-100 percent index portfolios listed prominently on the page. Is it a combination of several sets of data? Are some of these YTD and not just 1/1/12 - 3/31/12?
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Re: madsinger monthly report (March 2012)

Post by livesoft »

Carl53 wrote:Are some of these YTD and not just 1/1/12 - 3/31/12?
Uh-oh, my chart has failed the clarity test. Maybe you can indulge me and think about the above question again. :)
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Carl53
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Re: madsinger monthly report (March 2012)

Post by Carl53 »

livesoft wrote:
Carl53 wrote:Are some of these YTD and not just 1/1/12 - 3/31/12?
Uh-oh, my chart has failed the clarity test. Maybe you can indulge me and think about the above question again. :)
I was wondering if some of the data sets were 1/1-4/13 and not just first quarter results as the purple line data is. I was unable to find any data on either vanguard or ifa that match the red and blue lines. Just trying to understand. I get the green point, just having trouble connecting the rest of the dots.
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Re: madsinger monthly report (March 2012)

Post by livesoft »

Red and blue lines are YTD (1/1 to 4/13) as the date is shown in the lower right.

On the IFA web site, the 10-100 do NOT designate percentage of stocks nor percentage of bonds. See Figure 4, for example: http://www.ifa.com/portfolios/p060/#YTDReturns

On the Vanguard web site, the YTD return of each TR fund is listed at the bottom of the Price&Performance tab. It is also available at www.morningstar.com

Hope this helps.
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Carl53
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Re: madsinger monthly report (March 2012)

Post by Carl53 »

Thanks for the explanation live.

I did not tie the date in the corner to the data presented other than that was likely the date you made the graph. The ifa choice of portfolio designations are somewhat confusing too. A 60 portfolio has 30% bonds, while a 50 portfolio has 40% bonds, etc.
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