Tally - December 2005

[mlk_man]

No!!! I cant read between the lines cause all you did is make one line!! That is not fair MM, your cheating. I am about ready to bet the farm that this rally is going to continue. What u think MM? If this thing holds through Monday I am thinking maybe on spreading a little butter if you know what I mean. I skimmed the cream now it is back to churning are ya following MM! You can't get milk without milking the cows right MM! Of course there is always a few flys in the milk but those city slickers never see that anyway!! LOL!!!

We call those flies "extra protein" back home............

If tomorrow is up, I'll most likely jump back in on Monday with ya. I may regret not jumping into the I fund today, but gonna stick with my system this year. Besides, couldn't log onto tsp.gov until 12:05 pm anyway. What's up with that?

 

[mlk_man]

I want some of those stars, MM!

What stars?

 

[mlk_man]

Dec. Tally Attachment

If anyone is having trouble reading the Dec. tally, here is an attachment with highest returns for different periods pointed out.

 

[$onny]

If you save the text file, open it in Excel, use the "space delimiter", everything lines up quite nicely.

Sonny

 

[mlk_man]

If you save the text file, open it in Excel, use the "space delimiter", everything lines up quite nicely.

Sonny

You are correct sir!

 

[rokid]

2005 Tally Analysis

The attached compares the 2005 Tally results in terms of return, standard deviation, and Sharpe Ratio (a measure of risk adjusted return - higher is better). The return statistics were taken from Milkman's Tally tracker.

The burgundy areas indicate performance superior to the average market timer. By any measure, Dakota, Show-me, Rolo, and Neirbod took extra risk and it paid off, i.e. high return and high Sharpe Ratio. Others, took on higher risk but didn't get paid, i.e. higher standard deviation and relatively low Sharpe Ratio.

I created the passive Global Equities portfolio to see how a stock only, global capitalization based portfolio would have done in 2005. Actually, fairly well. It would have returned 9.95%. The portfolio is 50% domestic and 50% foreign. Specifically, 39% C Fund, 11% S Fund, and 50% I Fund.