Tag Archives: trend following

A trend following bond portfolio for any environment

Interest rates are going up. Interest rates are going down. The 30 year bull market in bonds is coming to an end. The FED cannot afford to raise rates significantly without killing the economy. Bonds will have negative real returns going forward. We’re in the biggest bond bubble of all time. Bonds are still the best diversifier of equity risk. Have you heard any of these lately? How about over the last few years? Probably incessantly. There seems to be more hand wringing and fretting over the future of bonds than even equities. And that is saying something. We could … Continue reading

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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