P2P Forum

P2P Analysis/Investment Sites => BlueVestment => Topic started by: sensij on July 31, 2017, 11:00:00 PM

Title: BlueVestment Actual Returns
Post by: sensij on July 31, 2017, 11:00:00 PM
Would it be worthwhile to post actual returns from my Lending Club accounts with note selection performed by BlueVestment?  Would any BlueVestment representatives active in this forum object to me sharing these results?

I have two accounts...  a Traditional IRA (using BP Moderate) and a Roth IRA (using BP aggressive).  Each account has over 1000 notes, which should give a decent sample size to judge by.

The following are relatively easily to pull out.  Are there more stats that would help convey the status/performance of these accounts?

Traditional IRA stats, using the BP Moderate filter:
ANAR: 7.99%
WAIR: 10.98%
Weighted average age: 4.0 mo.
Number of notes: 1965
A: 18.3%
B: 47.1%
C: 34.6%
36 month: 91.6%
60 month: 8.4%
Principal: 89,847.81
IGP: 10 - 718.08
16-30: 4 - 97.03
31-120: 7 - 516.36
Fully paid: 52 - 26.11
Adjusted principal: 89,218.30
Adjusted account value: 89,233.09

Roth IRA stats, using the BP Aggressive filter:
ANAR: 14.71%
WAIR: 23.19%
Weighted average age: 3.5 mo.
Number of notes: 1288
C: 0.1%
D: 37.1%
E: 42.9%
F: 13.3%
G: 6.6%
36 month: 80.8%
60 month: 19.2%
Principal: 35,814.74
IGP: 21 - 597.33
16-30: 7 - 282.50
31-120: 17 - 516.41
Fully paid: 72 - 24.25
Adjusted principal: 35,115.23
Adjusted account value: 35,126.49
Title: BlueVestment Actual Returns
Post by: Rob L on July 31, 2017, 11:00:00 PM
Hey, sure. The more info the better. That's what we're here for.
Title: BlueVestment Actual Returns
Post by: TravelingPennies on August 02, 2017, 11:00:00 PM
Ok, I edited the first post with data as of 8/1.  With the "understanding your returns thread" winding down, I'll just try to update this thread monthly.
Title: BlueVestment Actual Returns
Post by: TravelingPennies on August 02, 2017, 11:00:00 PM
Yeah, that's the best place to post this.
Title: BlueVestment Actual Returns
Post by: TravelingPennies on October 01, 2017, 11:00:00 PM
Sorry about the formatting, eventually I'll clean this up.
Title: BlueVestment Actual Returns
Post by: TravelingPennies on November 01, 2017, 11:00:00 PM
October was a good month for the low risk grades, but the D-G mix got hammered in adjusted value, giving back two months of gains.  I know there are another 6 months or so to survive to get to a theoretical steady state mix (in a world where everything else is constant), I'm happy with the trajectory of results with where I'm at on the average age curve.