May Performance and Allocation for June
Preferring to avoid high volatile period with significant downside risk, the allocation for June is 15% in REIT and 85% in Agg. The Performance in May is -3.98%, as we were holding mainly REIT and High Yield for that month. The model successfully avoided Equity and Commodity for May. Meanwhile, 60/40 portfolio is down 4.88% for May
April Performance and May Allocation
Our model delivered another positive monthly return: 0.49% for April, 2012. See previous post for allocation for April (48.8% ACWI, 18.2% GSCI and 33% REIT on 3/30/2012). The allocation for May preferring Public Real Estate (REIT) and High Yield Bonds (HY): 5.8% ACWI, 58.1% REIT and 36.1% HY
March Performance Review and April Allocation
Our model returned 1.63% for March 2012. If you recall the allocation (see previous post) at the beginning of March – 33.8% ACWI, 18.6% GSCI and 47.6% REITs, the overweight to REITs and underweight to GSCI has positive contributions. The performance also benefited from zero allocation to fixed income. The model still takes risk-on for … Continue reading
Is the bull market in bonds over?
What is interesting is – if you see our STARisk allocation on March 1st post, the model clearly did not like bonds. http://finance.yahoo.com/blogs/daily-ticker/pimco-bill-gross-qe3-inflation-muted-growth-way-115229488.html
STARisk allocation on March 1, 2012
Our Systematic Tactical Allocation of Risk model allocates Global Public Equity 33.8% Commodities 18.6% REITs 47.6%
STARisk 