Tag Archives: IVY Timing

Tactical asset allocation – august 2015 update

Here are the tactical asset allocation updates for August 2015. All portfolio updates are online as part of Paul’s GTAA 13 Portfolio New sheet. First, for the basic portfolios – the GTAA5 and the Permanent Portfolio. There was one change in the GTAA5 portfolio. Bonds (IEF) went back to invested this month. GTAA5 is now 60% invested and 40% cash. For the timing version of the Permanent Portfolio there were no changes this month. The TAA version of the Permanent Portfolio is 50% invested and 50% in cash just like last month.   Now for the more aggressive GTAA AGG3 and AGG6 portfolios. There are no changes for either … Continue reading

Posted in TAA Investing | Tagged , , , , , , , | 20 Comments

IVY Portfolio Summary,1973 to 2013: returns & risk

Last July, I posted summary statistics for various IVY style investment portfolios alongside some of the more traditional recommended investment portfolios like the 60/40 stock/bond portfolio. See that post here. Now that 2013 is well and gone and that I’ve decided to start posting my musings again, I’ve updated the statistics to include 2013 performance. Here are the summary stats for the various portfolios from 1973 to 2013.       For definitions on the various portfolios and the terms also see the previous post on this topic. As one would expect 2013 did not cause any dramatic changes to … Continue reading

Posted in Portfolio, TAA Investing | Tagged , , , | 15 Comments

IVY Portfolio September 2013 Signals

Today was the last trading day of the month of September. Time to update the IVY timing portfolio signals. This post updates the signals for the basic IVY 5 asset class timing portfolio, also known as GTAA 5. You can see the signals at world beta or at dshort as well. I have my own tracking spreadsheet on-line as well. Below is a snapshot of this month’s signals.   You can see the spreadsheet on line here. The spreadsheet updates daily but remember that only the prices at the end of the month are used to generate buy/sell signals. I also have a version of … Continue reading

Posted in Portfolio, TAA Investing | Tagged | 4 Comments

IVY Timing Portfolio – Official Update Through 2012

Mebane Faber, the creator of the IVY timing portfolio, has recently released an official update of the model with returns through the end of 2012. He also did a series of posts on his blog that chops up the update into more digestible pieces. For an intro to this topic please see my first post on the portfolio here. In this post I provide the official summary performance update plus highlight a few important points about the portfolio. As I’ve stated before this is my default recommended portfolio for retirees primarily because it increases retirement withdrawal rates with less risk … Continue reading

Posted in Portfolio, TAA Investing | Tagged | 9 Comments