Research.LeutholdGroup

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

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

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

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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.

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

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

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

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

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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.

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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.

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

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

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

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

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

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The MTI remains safely in the positive zone.

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The MTI remains safely in the positive zone.

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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%.

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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. 

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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%.

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Allocation and performance details of our portfolios for January 2017.

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Allocation and performance details of our portfolios for December 2016.

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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%).

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

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

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

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Major Trend Index Positive: Equity Exposure At 63%

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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%).

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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.

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Major Trend Index Positive: Equity Exposure At 63%

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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%).

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

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

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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%.

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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.

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

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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%).

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

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

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