It’s been a while since I’ve done updates for the various IVY portfolios. I’ve noticed that investors still have trouble implementing these portfolios so I decided to start doing the updates again. At least for a few months. Hopefully this helps investors who are trying to implement these portfolios or Read more…
Unfortunately, portfolios are not like a certain type of ring, forged with magical powers to rule over the world, man/hobbit/elf kind, and all other types of investment portfolios. There is no one portfolio to rule them all. There are many different styles and types of portfolios with very different characteristics, asset Read more…
Yesterday was the last trading day of the month of October. 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 Read more…
Friday was the last trading day of the month of August. 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 Read more…
I’ve been asked the question in the title of this post quite a bit lately – why have the IVY timing portfolios been under performing lately? Here I will show the performance of the various portfolios I track over different investment periods and discuss their recent performance. The table below Read more…
Today was the last trading day of the month of July. 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. Starting in this month’s Read more…
Today I’d like to address some of the biggest concerns with the IVY portfolios, in particular the timing versions. Three big concerns with the implementation of IVY are management fees, trading commissions, and taxes and that they may impact performance enough to render any advantage mute. These are truly valid Read more…
Now that I’ve presented several variations and updates to the IVY portfolios, in this post I update all the relevant portfolio statistics and compare them to some commonly held diversified portfolios. I provide the definitions of the portfolio stats and the various portfolios. I conclude with some brief observations. In Read more…
In my last post I updated the official numbers for the IVY timing model. The original version of the model consists of a diversified portfolio of 5 asset classes. In the research paper Mebane Faber also looks at several extension to the 5 asset class timing model that improve returns Read more…
Time for the IVY timing portfolio trading signals for the end of June 2013. You can see the signals at world beta or my preferred source dshort. Below are the signals for the end of May 2013. Another source I’ve found for IVY updates is Scott’s Investments. He updates a spreadsheet that details the Read more…
Time for the IVY timing portfolio trading signals for the end of May 2013. You can see the signals at world beta or my preferred source dshort. Below are the signals for the end of May 2013. Another source I’ve found for IVY updates is Scott’s Investments. He updates a spreadsheet that details the Read more…