Nice to be back to posting. San Diego has been so full of fun, friends, family, and amazing local beer, that my blogging definitely suffered… Is it even worth picking individual stocks? Even in quant portfolios? The more I delve into tactical asset allocation and it’s ease and benefits the Read more…
Month number 2 for 2015 has come and gone. I’ll get right to the updates for this coming month, March 2015. Like last month I’ll continue with added commentary on the portfolio changes. Starting with the most basic portfolios, below are the March updates for the GTAA5 and the Permanent Read more…
One of the challenges in dealing with modern portfolios like the Permanent Portfolio, the various IVY portfolios, Risk Parity portfolios, etc is the lack of long term historical data. Most of the modern portfolio data for a broad range of asset classes only goes back to 1973. The period from Read more…
In today’s post I want to address another approach to dealing with the prospect of poor future returns. In my last post I described the prospect of poor future returns and different risk-based portfolio strategies in such an environment. Today I’ll consider an alternative. The alternatives are various dedicated income Read more…
There’s been a lot of chatter recently about asset valuations, in particular US stocks and US bonds, and their impact of future returns. This is nothing new. It just seems to get louder at the start of every new year. I’ve discussed this topic before on the blog. Last time Read more…
And there goes January. That was sure quick. There were a few developments over January in a few of the tactical asset allocation portfolios so let’s get right to it. Here is the February 2015 tactical asset allocation update. As of this month all the data is coming from new versions of my Read more…
What else do I have to do on an NFL playoff weekend? Yesterday I decided not to wait any longer for the Google god to bless my GTAA 13 spreadsheet with an upgrade to the newest version. Good thing I found a workaround – create a new sheet from scratch Read more…
I’ve finally managed to update most of the diversified portfolios I track with the 2014 performance data. In my last post I updated the specific equity only quant strategies I track. OK, so let’s get right to it. For more details on the actual portfolios you can reference this post Read more…
And so 2014 ends. What an interesting year from the investment performance side of things. Who would have thought long term bonds and REITs would have led the performance rankings? I’ll have much to say about the 2014 performance of the various asset classes and portfolios throughout this month but Read more…
Warning. This post is kind of a finance geek out. I’ll try and keep it as basic as possible but I apologize in advance if I cause any heads to hit the keyboard… In this post I’ll take a look at impact and potential benefits of adding volatility weighting and Read more…
11 months down, 1 to go in 2014. Here are the tactical asset allocation portfolio updates for this month. Starting with the most basic portfolios, below are the December updates for the GTAA5 and the Permanent Portfolio. I keep a spreadsheet online that is update automatically. There were no changes from Read more…