I update this scan often looking for signs that a recovery is starting. The numbers are down from last year of course but the Balanced portfolio is up almost 20% year-to-date and truely balanced. All but one fund has a positive 5yr Sharpe ratio and the 3D scan does not look like a "lifeboat" portfolio. As I have noted before the Sharpe ratio and I part company on the LSBDX bond fund which has done well and has rebounded in 2009. The value fund TAVFX has a small negative Sharpe ratio but has rebounded well and is up 40% year-to-date. The actual portfolio and the Balanced portfolio are close showing that small differences in asset allocation produce small changes in performance as they should for a good design.
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