Quant Investing , TAA Investing

Comparing Portfolio Performance (1973 To 2020)

Time for my annual post updating statistics for the various portfolios that I track. This is the last post rounding up 2020 statistics. All portfolio stats were gathered using AllocateSmartly, P123, and various other sites like MSCI. Obviously, there are many more portfolio options out there. This is just a sampling of three main portfolio varieties; buy and hold, TAA (tactical…

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Portfolio , TAA Investing

Comparing Portfolio Performance (1973 To 2019)

Time for my annual post updating statistics for the various portfolios that I track. This is the last post rounding up 2019 statististics. All portfolio stats were gathered using AllocateSmartly, P123, various other sites like MSCI, and the wonder that is Excel. Obviously, there are many more portfolio options out there. This is just a sampling of three main portfolio varieties;…

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Portfolio

Comparing Portfolio Performance (1973 To 2017)

This is a long overdue book keeping post updating statistics for the various portfolios that I track. All portfolio stats were gather using AllocateSmartly, P123, and the wonder that is Excel. Obviously there are a lot more portfolios. This is just a sampling. Go to AllocateSmartly for more on all kinds of TAA portfolios. This post updates the portfolio statistics, through 2017,…

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Portfolio , TAA Investing

IVY Portfolio Summary,1973 to 2013: returns & risk

Last July, I posted summary statistics for various IVY style investment portfolios alongside some of the more traditional recommended investment portfolios like the 60/40 stock/bond portfolio. See that post here. Now that 2013 is well and gone and that I’ve decided to start posting my musings again, I’ve updated the statistics to include 2013 performance. Here are the summary stats…

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Portfolio , TAA Investing

IVY Portfolio October 2013 Signals

Yesterday was the last trading day of the month of October. Time to update the IVY timing portfolio signals. This post updates the signals for the basic IVY 5 asset class timing portfolio, also known as GTAA 5. You can see the signals at world beta or at dshort as well. I have my own tracking spreadsheet on-line as well. Below is a snapshot…

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Portfolio , TAA Investing

IVY Portfolio August 2013 signals

Friday was the last trading day of the month of August. Time to update the IVY timing portfolio signals. This post updates the signals for the basic IVY 5 asset class timing portfolio, also known as GTAA 5. You can see the signals at world beta or at dshort as well. I have my own tracking spreadsheet on-line as well. Below is a snapshot…

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Portfolio , TAA Investing

IVY Portfolio July 2013 signals

Today was the last trading day of the month of July. Time to update the IVY timing portfolio signals. This post updates the signals for the basic IVY 5 asset class timing portfolio, also known as GTAA 5. You can see the signals at world beta or at dshort as well. Starting in this month’s update I have my own tracking spreadsheet on-line as well.…

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