Portfolio , TAA Investing


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 from last October. There is a mix of equity only portfolios, diversified portfolios, and quant/bond portfolios. I’ve only included the portfolios I was actually able to generate or collect data for. Over the course of the year I’m sure the portfolios I’ve left out will be updated with 2014 data. I’ll refresh the data at that time. I’ve also decided to include performance data back to 2010 for comparison purposes. Without further ado here is the data.

Diversified portfolio 2014 performance


In 2014 US stocks and US bonds had very good years. On the other hand World stocks and commodities had bad years. Any of the diversified portfolios that had allocations outside of US stocks and bonds were hurt by this. This had been pretty much true over the last 5 years – US outperformance over the rest of the world.

On to 2015.

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8 thoughts on “ 2014 diversified portfolio performance update

  1. As always, thank you for the wonderful info. I keep checking that google sheets link and I still cant get it to update. Hopefully they get that corrected. Have you heard anything?

    1. No, I have not. Based on what I’ve seen I need to wait until my sheets get upgraded to the new version of Google sheets. Who knows when the Google gods will get to mine. I will do the updates manually at the end of the month.


      1. Thanks Paul, hopefully they get that fixed.

        By the way, would you happen to have the data for the chart above for 2008 and 2009?

        1. I do but I will probably publish those results as part of a larger update later on.


  2. Hey Paul, I’m looking for the GTAA13 portfolio but don’t see it. Is it possibly mis-titled as “IVY B&H 13” in your list?

    Thanks…..appreciate your efforts as always.


    1. No. It’s Paul’s GTAA13 Portfolio. The automatic updates are currently not working. Don’t know when they will. Whenever Google gets around to updating my sheets to the new version of their program.


      1. Hey Paul,

        What was GTAA13’s 2014 performance? I was adding the values in the post above to your detailed spreadsheet that you posted on May 10, 2014 and noticed it is missing.

        1. Don’t know Jeff. It’s a pain to calculate and track (due to the uneven allocations) so I’m waiting for someone else, like Faber, to include in his next update.


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