11/01 monthly performance
*** Portfolio
SP500 is down 2.5% in October. Small-cap is down a bit more, 4%. In the absolute scale, this does not seem a lot. But if you compare this to the miniature YTD return, this is a lot (that is 100% volatility)... My portfolio is also down about 4%, and yield +11.4% since 12-01-2004. I have one stock being knocked down 40%. Other than that, they have been holding up well, although many of them hit 25% stop, a level detrimental to short term traders.
SP500 is down 2.5% in October. Small-cap is down a bit more, 4%. In the absolute scale, this does not seem a lot. But if you compare this to the miniature YTD return, this is a lot (that is 100% volatility)... My portfolio is also down about 4%, and yield +11.4% since 12-01-2004. I have one stock being knocked down 40%. Other than that, they have been holding up well, although many of them hit 25% stop, a level detrimental to short term traders.
*** Model
French and Fama Factor Model: [231 days, 2004-12-01]
Blend Value Growth
SPY 2.47
MDY 8.65
QQQQ -1.59
IWB 3.98 IWD 4.68 IWF 2.93
IWR 9.92 IWS 10.74 IWP 7.98
IWM 0.92 IWN 1.48 IWO -0.41
posted by Steve at 3:05 PM
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