Archive for 'Investment strategies'

Last week we wrote a post summarizing the recent holdings of the Fastlane Model Portfolio. On our Tools section, we also illustrate the performance of the strategy investing in the Top X Emerging Market countries at the end of every month.

The table below summarizes the holdings of the model investing in the Top 2 countries (provided they rank higher than cash) over the last 13 months (i.e. from end-December 2011 to end-January 2013).

Many of you have asked about the recent holdings of the Fastlane Model Portfolio.

The table below summarizes the holdings of the model for the last 26 periods (i.e. from end-December 2011 to end-January 2013).
 

Risk assets continue to dominate the asset class rankings as they keep grinding higher with very low volatility. The trends in the main asset classes

In this very important post we highlight an asset class rotation strategy that is increadibly powerful in rewarding investors with a high absolute return (over 27% compounded average annual return) over the last 10 years (2003-2012) with low volatility and low drawdowns.

The main benefits of tactical asset allocation based on relative strength and adequate filters is to allow an investor to participate in large upward trends while being protected from the large drawdowns that come with bear markets. Capital markets ...

Here is a short post highlighting the outperformance of asset class rotation strategies over sector rotation strategies based on momentum. In both cases, the ETFs in a chosen universe are ranked according to past risk-adjusted performance and the Top X are bought and held for a month.

The outperformance of the second strategy is striking, as highlighted in the graph below. The reason is simple: whatever their relative performance, equity sectors are highly correlated sub classes of one same asset class. ...