May 2010 Portfolio Review
Posted on 10. Jun, 2010 by Teresa Lo in Investment Portfolio
It’s been a while since I last wrote a portfolio review, but as May 2010 proved to be the cruellest month (not to mention members like to be able to find old statistics), I am starting this up again.
For the record, the S&P 500 Total Return Index lost 7.99% for the month of May, bringing year-to-date performance down to -1.50%. The rolling 12-month performance is at +20.99%. The results for my model investment portfolios are listed below. (more…)
5 Responses to “May 2010 Portfolio Review”
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Your Invitation to This Week’s Webinars
Posted on 25. Jul, 2010 by Teresa Lo in The Playbook
One Response to “Your Invitation to This Week’s Webinars”
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lpjblb
27. Jul, 2010
Teresa–I’ve been fooling around with trading Russell futures using your mechanical system,smarter stops, smarter swings on a 2500 tick chart. Any key reasons this is bad approach?
Thanks
Lynn
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Correlation and Volatility for Thursday
Posted on 28. Jul, 2010 by Teresa Lo in Barometers and Ratios
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cheesey1
11. Jun, 2010
Thanks for providing this performance summary. I was wondering if you could provide the exact dollar amounts for the model US core and satellite portfolios at the end of May. I can eyeball it, but only very roughly (looks like core is around $125K and satellite is around $178k). A couple of weeks back, I had asked if the 65/35 core/satellite model portfolio had fallen more than 5% from its peak value during the recent correction. You didn’t provide a response, but from the looks of chart, the answer is a big “no”. I have been taking to heart your recent comments about minimizing portfolio volatility (as dscussed in the “last word on hedging” thread). So I have begun monitoring the model portfolios in a watchlist on a daily basis to use as a benchmark (i.e I track the daily EOD values of my own portfolio, models in a spreadsheet). Thanks again.
John
11. Jun, 2010
Its working for me. I have another all stock portfolio and it is all over the place. Right now it is underperforming the Core Satelite and has been for most of the last year or so. It needs a good Bull run to out perform but as you can see form the charts above a big bear is devestating.
jock
14. Jun, 2010
Teresa – it seems the satellite portfolio had a drawdown of 25%. If leveraged 4x how large would the drawdown have been?
Have you looked into which components might have been leveraged, and how this might have affected drawdown of a leveraged satellite portfolio?
thnx in advance.
Teresa Lo
14. Jun, 2010
25% drawdown?
kcs
05. Jul, 2010
Have you ever used the inverse etf with the bond and gold portion of the Satellite Portfolio in a bear market? I would think bonds and gold would would continue to move in the other direction from stocks.I am planning on using leveraged etf’s in the Satellite to enhance the results and move more money into cash I assume the results would not be impacted,is that a correct assumption?