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Asset Allocation Strategy

Nov 06 2020

Tough Times For Allocators

  • Nov 6, 2020

Diversified, multi-asset portfolios have been weak performers for many years. The ultra-flexible, macro hedge-fund manager represents one extreme of the asset allocation continuum. At the other extreme would be the passive holder of multiple asset classes. It’s been a tough three years for this breed, too.

Jan 08 2020

Bridesmaid Track Record

  • Jan 8, 2020

Here are the historical annual performance results for the hypothetical Bridesmaid strategy.

Jan 08 2020

Momentum Across Asset Classes

  • Jan 8, 2020

For those not blessed with clairvoyant asset selection ability, we’ve developed a simple single-asset portfolio strategy that’s handily beaten the AANA Portfolio and the S&P 500 over the long-term.

Jan 08 2020

Rewarding “Perfect Foresight”

  • Jan 8, 2020

During the first five years of our career, we worked for a group of stockbrokers who, by each year’s end, seemed to have been gifted with perfect foresight on the major asset markets. Admittedly, we never saw their clients’ actual returns.

Jan 08 2019

Read This Before Taking The “Plunge”

  • Jan 8, 2019

After a bad market year like 2018, there’s a natural instinct for allocators to skew portfolios toward assets with poor recent performance. History suggests, though, that one shouldn’t make a habit of buying an asset on the basis of price weakness alone.

Nov 07 2018

For Asset Allocators, As Bad As It Gets!

  • Nov 7, 2018

During 2018, no major asset class has done well, and in most respects the opportunity-set available this year has been among the worst in the last 50 years.

Jan 07 2017

Asset Allocation: Buy Strength Or Weakness?

  • Jan 7, 2017

The turn of the calendar seems to bring out the inner contrarian in some investors—those who will peruse last year’s list of lagging asset classes looking for rebound candidates.