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Portfolio Performance Data


Strategic Asset Allocation Model Data.

Dual Momentum Model Data.

Tranche Momentum Model Data.

Linear Regression Model - New Model.

To provide for diversification, I've been an advocate of using several models of portfolio management instead of one as a single model has a significant probability of failure under different market conditions.  In addition to using different models, I also recommend diversifying over hundreds of stocks that are located all over the globe.  ETFs are the easy way to provide for this global diversification.

I am using two Robo Advisors to handle the portfolios (Schrodinger and Weisskopf) that are classified under the Strategic Asset Allocation Model.

In a blog I posted this morning, I show the performance data over the last quarter of 2017 and the first two weeks of 2018.  While this is a short period of time, the included benchmarks are also for this same time frame.  Here is the link to the performance data.  Data is also included for the last two quarters of 2017.

The most recent model introduced on the ITA Wealth Management blog is know as the Linear Regression Projection-Convolution Model (LRPCM).  More information on this model is available at ITA and back-testing data is forthcoming within a few weeks.  Just search for LRPC.

Many portfolios using different management models are tracked and reviewed on a regular basis on the ITA blog.  As I mention in the blog, control enthusiasm as these annualized Internal Rate of Return percentages will not continue at this high rate.