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Portfolios Applying Our Research In The Markets

Aug 07 2018

Portfolios - August 2018

  • Aug 7, 2018

The Leuthold Core and Global Portfolios both lagged their 100% equity benchmarks last month in a strong month for stocks.

Jul 07 2018

Portfolios - July 2018

  • Jul 7, 2018

The Major Trend Index continued to deteriorate in June, suggesting that the most likely path for the equity markets, from here, is lower.

Jun 06 2018

Portfolios - June 2018

  • Jun 6, 2018

The Leuthold Core Portfolio and the Leuthold Global Portfolio both lagged their 100% equity benchmarks last month as the long-stock exposure trailed the benchmarks, while the equity hedge and fixed income both produced negative returns.

May 04 2018

Portfolios - May 2018

  • May 4, 2018

The Leuthold Core Portfolio and the Leuthold Global Portfolio both lagged their 100% equity benchmarks last month.

Apr 05 2018

Portfolios - April 2018

  • Apr 5, 2018

The Leuthold Core Portfolio and the Leuthold Global Portfolio both handily outperformed their respective benchmarks during the second down month in a row.

Mar 07 2018

Portfolios - March 2018

  • Mar 7, 2018

The Leuthold Core Portfolio and the Leuthold Global Portfolio both outperformed their respective benchmarks during a volatile month.

Feb 07 2018

Portfolios - February 2018

  • Feb 7, 2018

The Leuthold Core Portfolio and Leuthold Global Portfolio both lagged their respective all-equity benchmarks in a very strong month to start the year. 

Jan 06 2018

Portfolios - January 2018

  • Jan 6, 2018

The Leuthold Core Portfolio and the Leuthold Global Portfolio both lagged their respective all-equity benchmarks in another strong month for domestic and international equity markets.

Dec 07 2017

Portfolios - December 2017

  • Dec 7, 2017

The Leuthold Core Portfolio and the Leuthold Global Portfolio both lagged their respective all-equity benchmarks in another strong month for domestic and international equity markets.

Nov 07 2017

Portfolios - November 2017

  • Nov 7, 2017

The Leuthold Core Portfolio slightly lagged the S&P 500, while the Leuthold Global Portfolio narrowly outperformed the MSCI ACWI during October.

Oct 06 2017

Portfolios - October 2017

  • Oct 6, 2017

The Leuthold Core and Leuthold Global portfolios performed in line with their respective benchmarks during September.

Sep 08 2017

Portfolios - September 2017

  • Sep 8, 2017

Both the Leuthold Core Portfolio and the Leuthold Global Portfolio outperformed their benchmarks during August.

Aug 05 2017

Portfolios - August 2017

  • Aug 5, 2017

Both the Leuthold Core Portfolio and the Leuthold Global Portfolio slightly trailed their all-equity benchmarks during July.

Jul 07 2017

Portfolios - July 2017

  • Jul 7, 2017

Both the Leuthold Core Portfolio and the Leuthold Global Portfolio outperformed their respective benchmarks this month.

Jun 06 2017

Portfolio - June 2017

  • Jun 6, 2017

The MTI remains safely in the positive zone.

May 04 2017

Portfolios - May 2017

  • May 4, 2017

The MTI remains safely in the positive zone.

Apr 06 2017

Leuthold Portfolios - April 2017

  • Apr 6, 2017

The MTI remains safely in the positive zone. Accordingly, equity exposure is currently positioned at 67%, near the high end of our bullish range of 50-70%.

Mar 06 2017

Leuthold Portfolios - March 2017

  • Mar 6, 2017

Tactical Asset Allocation Portfolios

Major Trend Index Positive: Equity Exposure At 65-66%

The MTI remains safely in the positive zone. Accordingly, equity exposure is positioned at 65-66%, near the high end of our bullish range of 50-70%.

Both the Core and Global portfolios lagged their benchmarks in February. While U.S. markets were the strongest, equities rallied across the globe. Low volatility and defensive stocks came back in favor, while commodity stocks struggled. 

Feb 07 2017

Leuthold Portfolios - February 2017

  • Feb 7, 2017

The MTI was roughly flat during January and remains safely in the positive range. Accordingly, equity exposure is positioned at 65%, near the high end of our bullish range of 50-70%.

Jan 06 2017

Leuthold Portfolios - January 2017

  • Jan 6, 2017

Allocation and performance details of our portfolios for January 2017.

Dec 06 2016

Leuthold Portfolios - December 2016

  • Dec 6, 2016

Allocation and performance details of our portfolios for December 2016.

Nov 05 2016

AdvantHedge… 100% Short Domestic Portfolio

  • Nov 5, 2016

Our AdvantHedge gross composite rose 4.7% in October, outperforming the inverse S&P 500 (+1.8%) and performing inline with the inverse Russell 2000 (+4.8%).

Nov 05 2016
Nov 05 2016

Tactical Asset Allocation Portfolios

  • Nov 5, 2016

The MTI remained unchanged from the end of September and is still safely in the positive range.

Oct 07 2016

AdvantHedge… 100% Short Domestic Portfolio

  • Oct 7, 2016

Our AdvantHedge gross composite fell 1.8% in September, underperforming the inverse S&P 500 (+0.02%) and the inverse Russell 2000 (+1.1%).

Oct 07 2016

Domestic & Global Long-Only Portfolios

  • Oct 7, 2016

Select Industries gross composite lost 0.8% in September, underperforming the S&P 500 gain of 0.02%.

Oct 07 2016

Core & Global Asset Allocation Portfolios

  • Oct 7, 2016

Major Trend Index Positive: Equity Exposure At 63%

Sep 08 2016

100% Short Portfolio: AdvantHedge

  • Sep 8, 2016

Our AdvantHedge gross composite fell 0.1% in August, performing in-line with the inverse S&P 500 (+0.1%), but it outperformed the inverse Russell 2000 (+1.8%) and NASDAQ (+1.2%).

Sep 08 2016

Domestic & Global Long-Only Portfolios

  • Sep 8, 2016

Select Industries gross composite gained 0.4% in August, besting the S&P 500 gain of +0.1%. Global Industries (based on Global Industries, L.P. gross return) outperformed the MSCI ACWI in August, gaining 0.8% and is down 0.6% YTD.

Sep 08 2016

Core & Global Asset Allocation Portfolios

  • Sep 8, 2016

Major Trend Index Positive: Equity Exposure At 63%

Aug 10 2016

100% Short Portfolio: AdvantHedge

  • Aug 10, 2016

Our AdvantHedge gross composite fell 7.0% in July, lagging the inverse performance of the S&P 500 (+3.7%), Russell 2000 (+6.0%), and NASDAQ (+6.7%).

Aug 10 2016

Domestic & Global Long-Only Portfolios

  • Aug 10, 2016

Select Industries gross composite gained 4.5% in July, outpacing the S&P 500 gain of +3.7%.

Aug 10 2016

Core & Global Asset Allocation Portfolios

  • Aug 10, 2016

Following a short stay in the neutral zone, the MTI ratio popped back up to positive territory in early July.

Jul 08 2016

100% Short Portfolio: AdvantHedge

  • Jul 8, 2016

Our AdvantHedge gross composite fell 1.4% in June, lagging the inverse performance of the S&P 500 (+0.3%), Russell 2000 (-0.1%), and NASDAQ (-2.1%). So far in 2016, AdvantHedge is down 6.6% compared to the S&P 500 gain of 3.8%.

Jul 08 2016

Domestic & Global Long-Only Portfolios

  • Jul 8, 2016

Select Industries gross composite fell 3.2% in June, lagging the S&P 500 by 3.5%. YTD, the portfolio is down 3.0%. Global Industries (based on Global Industries, L.P. gross return) lost 4.0% in June and is down 6.4% YTD.

Jul 08 2016

Core & Global Asset Allocation Portfolios

  • Jul 8, 2016

Major Trend Index Neutral: Net Equity Exposure Reduced to 57%

Jun 07 2016

100% Short Portfolio: AdvantHedge

  • Jun 7, 2016

Our AdvantHedge gross composite fell 2.6% in May, lagging the inverse performance of the S&P 500 (+1.8%) and Russell 2000 (+2.3%), but outperforming the NASDAQ inverse (+3.8%).

Jun 07 2016

Domestic & Global Long-Only Portfolios

  • Jun 7, 2016

Select Industries gross composite gained 2.4% in May, besting the S&P 500 by 0.6%.

Jun 07 2016

Core & Global Asset Allocation Portfolios

  • Jun 7, 2016

Major Trend Index Positive: Net Equity Exposure Increased to 60% Early June

May 05 2016

100% Short Portfolio: AdvantHedge

  • May 5, 2016

Our AdvantHedge gross composite fell 2.6% in April, lagging the inverse performance of the S&P 500 (+0.4%), NASDAQ (-1.9%), and Russell 2000 (+1.6%).