Taa


 

Tactical Asset Allocation in July [0.14]

Posted on Aug. 1, 2017, 3:31 p.m. by AllocateSmartly @ [source]

This is a summary of the recent performance of a wide range of excellent tactical asset allocation strategies.

Tactical asset allocation turned in a strong performance in July.

allocation asset classes equities exposure market performance strategies TAA tactical

 

Tactical Asset Allocation in June [0.16]

Posted on July 3, 2017, 4:01 p.m. by AllocateSmartly @ [source]

This is a summary of the recent performance of a wide range of excellent tactical asset allocation strategies.

Tactical asset allocation turned in a mixed performance in June.

allocation asset equities estate international market significant strategies TAA tactical

 

Tactical Asset Allocation in May [0.17]

Posted on June 2, 2017, 7:37 a.m. by AllocateSmartly @ [source]

This is a summary of the recent performance of a wide range of excellent tactical asset allocation strategies. The two top performing strategies were only recently added to the members’ section: Classical Asset Allocation (CAA) Defensive and Offensive.

allocation asset classes equities exposure recent strategies TAA tactical time

 

Tactical Asset Allocation in April [0.15]

Posted on April 29, 2017, 1:53 p.m. by AllocateSmartly @ [source]

This is a summary of the recent performance of a wide range of excellent tactical asset allocation strategies. These strategies are sourced from books, academic papers, and other publications.

asset classes exposure include real significant strategies TAA time track

 

TAA vs buy and hold in overvalued markets [0.09]

Posted on April 28, 2017, 1:52 p.m. by Investing For A Living @ [source]

US stocks are expensive.

Behavior trumps all because even the greatest portfolio or strategy in the world does you no good if you can’t get yourself or your investors to stick with it.

bonds investors lower market returns stock strategy TAA valuation years

 

Tactical Asset Allocation and the US 60/40 Benchmark [0.08]

Posted on April 27, 2017, 4:02 p.m. by Alpha Architect @ [source]

Our firm Allocate Smartly provides independent analysis of Tactical Asset Allocation (TAA) strategies. TAA strategies dynamically allocate to broad asset classes like stock indices, bond indices or gold.

allocation asset benchmark classes model portfolio recent represent strategies TAA

 

TAA in the real world: theory versus slippage [0.10]

Posted on April 12, 2017, 4:09 p.m. by Investing For A Living @ [source]

Today I want to talk about my friend Jose. About a year and half ago, after months of Q & A between us, Jose decided to implement Antonacci’s GEM portfolio in his IRA (see this post for a detailed description).

GEM Jose market model months portfolio returns slippage TAA trading

 

Tactical Asset Allocation in March [0.15]

Posted on April 1, 2017, 2:18 p.m. by AllocateSmartly @ [source]

This is a summary of the recent performance of a number of excellent tactical asset allocation strategies.

Tactical asset allocation turned in a mixed performance in March, with returns ranging from +1.21% (Robust Asset Allocation) to -1.98% (Flexible Asset Allocation).

asset classes equities exposure include market real strategies TAA time

 

Here are the Q1 2017 total return and max drawdown numbers for the various quant strategies I track. No changes in the holdings since that time (except for the TAA Bond strategy which re-balances every 4 weeks).

bond foreign holdings performance portfolios quant stocks strategies strategy TAA

 

Tactical Asset Allocation in February [0.17]

Posted on March 1, 2017, 2:13 p.m. by AllocateSmartly @ [source]

This is a summary of the recent performance of a number of excellent tactical asset allocation strategies.

Tactical asset allocation turned in another strong performance in February, with positive results across the board MTD and YTD.

allocation asset classes equities include real significant strategies TAA time

 

Why TAA Has Been So Successful in Crises [0.09]

Posted on Feb. 9, 2017, 6:09 a.m. by AllocateSmartly @ [source]

Most Tactical Asset Allocation (TAA) strategies have followed the same basic storyline. To illustrate, the graphs below shows the average return of all of the TAA models that we track (orange) versus the 60/40 benchmark (grey) during the Dot-Com Bust of 2000-02 and Global Financial Crisis of 2007-09.

crisis delay equities exposure market past shows TAA track treasuries

 

Tactical Asset Allocation in January [0.15]

Posted on Feb. 1, 2017, 4 p.m. by AllocateSmartly @ [source]

This is a summary of the January performance of a number of excellent tactical asset allocation strategies.

Tactical asset allocation turned in a strong performance in January, with positive results (almost) across the board.

academic allocation asset books classes papers significant sourced strategies TAA

 

TAA bond strategy on Allocatesmartly [0.16]

Posted on Jan. 18, 2017, 2:34 p.m. by Investing For A Living @ [source]

Just a quick post today on the TAA bond strategy that I’ve posted on and keep track of here. Starting yesterday, the strategy is on AllocateSmartly.

bond correlation drawdowns higher lower performance portfolio returns strategy TAA

 

Thanks to AllocateSmartly, P123, and Stockcharts.com, I was able to gather 2016 performance data much sooner than last year. This post updates the portfolio statistics, through 2016, for all the various portfolios I track that I have data for going back to 1973.

benchmark data highest ranked performance portfolio post quant statistics TAA track

 

Tactical Asset Allocation in December [0.16]

Posted on Jan. 3, 2017, 7:44 a.m. by AllocateSmartly @ [source]

This is a summary of the recent performance of a number of excellent tactical asset allocation strategies.

Tactical asset allocation ended the year strong as a result of a fairly aggressive allocation to start the month, coupled with a solid performance from a number of significant risk asset classes.

allocation asset equities included market notable strategies TAA time track

 

Tactical Asset Allocation in November [0.16]

Posted on Dec. 2, 2016, 2:55 a.m. by AllocateSmartly @ [source]

This is a summary of the recent performance of a number of excellent tactical asset allocation strategies. These strategies are sourced from books, academic papers, and other publications.

allocation asset categories classes equities gold strategies TAA track treasuries

 

TAA strategy performance over time [0.08]

Posted on Dec. 1, 2016, 2:24 p.m. by Investing For A Living @ [source]

In this post I’m going to take a look at performance as a whole of a group of TAA strategies and how that performance has varied over time. I’ve taken return data for all the TAA strategies they track, 60/40, and the All Weather Portfolio (a globally diversified portfolio).

data globally note performance periods portfolio strategies TAA underperformance Weather

 

Note: thanks to those who signed up to Allocate Smartly through my link. In this post I’ll highlight the key details of the strategy and it’s results using the recent blog post from Allocate Smartly.

covered market portfolio REITs remind results returns strategy strong TAA

 

Tactical Asset Allocation in October [0.18]

Posted on Nov. 1, 2016, 6:24 a.m. by AllocateSmartly @ [source]

This is a summary of the recent performance of a number of excellent tactical asset allocation strategies. These strategies are sourced from books, academic papers, and other publications.

allocation asset broadly model published representative strategies TAA tactical track

 

I knew this time would come eventually and here it is. Starting this month I will not be publishing any further tracking updates on TAA portfolios.

Allocate Smartly correlation data implemented model performance portfolio TAA TAA portfolio tracking