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PortfolioCafe

Model Update…

April 4, 2012

The first quarter of 2012 has treated investors well.  The U.S. stock market has just provided investors with the best returns since 1998 with the S&P 500 gaining over 12%, the DJIA up better than 8% and the Nasdaq up nearly 19%.

Portfolio Cafe models are off to a good start too.  While many investors using outdated buy-and-hold strategies have been waiting years for their portfolios to reach new equity highs, most of the Portfolio Cafe ETF strategies are again touching new highs in equity…just as they have done every year since inception.  Only the World Traveler model has yet to best a high in equity reach in 2010.

For a more detailed look, the Models page has been updated.  For those wanting a quick summary, here you go:

MODEL YTD PERFORMANCECAGR (since model inception) MAXIMUM DRAWDOWNSHARPE RATIO
Sleep Easy5.10%19.80%-18.8%1.00
Vanguard Tactical Allocation5.70%15.90%-15.5%.82
World Traveler6.20%17.60%-18.7%.83
Explorer 11.5%33.30%-24.7%1.10
U. S. Sector Rotation5.20%15.10%-19.9%.75
Commodity ETF 0.30%41.10%-18.30%1.34
BENCHMARKS
SPDR S&P 500 Index12.70%4.20%-55.20%.15

iShares MSCI EAFE Index10.80%8.10-61.00%.32
S&P GSCI Commodity Index5.90%-1.60%-71.40%Negative
iShares Barclays Long Term Treasuries (TLT) -8.10%7.00%-26.60%.38

 

(SPY & TLT data start is 12/31/02, Commodity ETF model start is 12/31/2006, Vanguard Tactical Model start is  12/31/2004, EEM and Explorer data start is 04/30/2003)

Subscribers will find the current model holdings in the April newsletter and also on the Members page.  

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