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.
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.