The Market Data are 12-31-2010 and the asset allocation investments are as of 6-30-2011. The Balanced portfolio 5yr forecast performance is APR = 12.84%, STD = 4.49% and PSR = 2.41. As frequent visitors know my actual 32yr annualized 401k/IRA performance was APR = 11% and STD = 12%. I do not have Sharpe ratio data for all 32 years and the fiscal year for me ends June 30th each year. The biggest change made in Q2 was to sell FAIRX and buy OXY. The trustee for the account is Raymond James and their Asset Allocation Analysis in round numbers is
US Equities 40%
Non-US Equities 10%
Fixed Income 18%
Non-Classified (Gold) 6%
Cash & Equivalents 26%
After the Black Swan recession began I added MCD and CHD to increase performance without taking on a lot of risk and increased cash & equivalents which has not hurt performance much. This is a self directed portfolio and I am responsible for the portfolio design and maintenance. Sage advice is always welcome but as Ben Graham said " In the end, how your investments behave is much less important than how you behave. "
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