Our Model Portfolio
[ Last Updated: 6/28/2009 ]
Below are the details of our current model portfolio. The model optimizes for lowest risk, given a target expected return and allocates funds across ETFs representing applicable industry sectors, treasury bills, bonds and foreign markets.
Note: Asset selection and allocation are computed every weekend, and the following charts are updated accordingly.
Optimization Parameters
Optimize for: Minimum Variance
Target Annual Return: 10%
Portfolio Performance vs. S&P 500
The history of our portfolio performance, as depicted below, compares the portfolio return since inception, on a weekly basis, to the S&P 500 ("Market") and 13-Week Treasury Bill ("Risk Free") returns.
Performance and behavior changes reflect modifications to optimization methodology as applicable at each rebalance event. A Rebalance may include changes in set of securities held as well as in percentages of allocation of portfolio assets to each security.
* Updated for period starting 12/03/2007 through 6/28/2009
Cumulative Return
Weekly Return Distribution (Historical)
Weekly Negative Return Probability (Historical)
| | Since Inception* | YTD** | Last Week | Std. Dev*
(Weekly) | Sharpe Ratio*
(Annualized) |
| Our Portfolio | -0.74% | 1.75% | 1.34% | 1.10% | -0.151 |
| S&P 500 | -38.81% | -1.38% | -0.25% | 4.47% | -0.831 |
Risk Free (13-Week T-bill) | 1.667% | 0.083% | 0.0033% | 0.018% | |
* Period starting 12/03/2007 through 6/28/2009
** Since 1/5/2009
Portfolio Holdings and Allocation
Note: As of rebalance date: 6/1/2009
| Symbol | Price | Change | % Chg |
| IEF | 90.66 | 0.30 | 0.33% |
| SH | 67.21 | 1.79 | 2.74% |
| ILF | 34.05 | -1.03 | -2.94% |
| TLT | 94.30 | 0.22 | 0.23% |
Quotes are by IDC Comstock and are delayed 20 minutes.
Fund prices are from Morningstar. |
Important Disclosure and Disclaimer
The portfolio holdings listed in this page are actively owned by the proprietors of NoTiming.com.
Investment methods and discussions in this web site should not be considered as investment advice. The methods used are experimental and may not achieve stated goals. Use at your own risk! We will not be liable to any loss or damages incurred by using any of the methods discussed in this web site.