Geoffrey Lordi

One Basic Portfolio, 5 ETFs

As someone who builds non correlated models for a living, the difficulty with these low count packages is reconciling the fact that VTI and VEU, even over ~2.5 years, trade as a team. Sure: one's outperformed the other at times, and active trading could've benefited from this. But this kind of "domestic" vs "international" diversification is a misnomer: when the correlations are in the neighborhood of 97%+, that's not a diversified strategy.

DBC got you a little out of the norm (+) prior to May '08; VNQ got you a little out (-) through the same date. But a portfolio with so few elements really can't diversify into enough classes that would've generated positive returns when the majority (not all) of investable classes neared an r^2 of 1.

Multiple Asset Class Short-Term Returns

I second sbenard's comments: I've used LSC, as well. Great utility in its flexible L/S schedule.

Tuesday Outlook: Commodities, Emerging Markets

XLF closed at 23.31 on its first day, 19.78 if you had since reinvested dividends.

GL

Thursday Outlook: Commodities, Emerging Markets

David,

I appreciate your thoughtful work. And, while I realize that you cannot publish data on *every* etf, do you have technical analysis for some of Currency Shares' products? What of other country etfs (some of which are relatively new), including Mexico (EWW) or Latin America's other growth engine, Chile (ECH)? And how about some of the less covered products, including South Africa (EZA), Israel (EIS), and Turkey (TUR)?

Thx,
GL