DIY ASSET ALLOCATION WEIGHTS: June 2016

/DIY ASSET ALLOCATION WEIGHTS: June 2016

DIY ASSET ALLOCATION WEIGHTS: June 2016

By | 2017-08-18T17:06:35+00:00 June 2nd, 2016|Tool Updates, Uncategorized|3 Comments

Do-It-Yourself tactical asset allocation weights are posted.

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Robust Asset Allocation weights_June 2016

Exposure Highlights:

  • Full exposure to domestic equities.
  • Full exposure to long-term bonds.
  • Full exposure to REITs.
  • No exposure to commodities.
  • No exposure to international equities.

Learn more about our tactical asset allocation system here, or pick up a copy of our new book, DIY Financial Advisor.


  • The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).
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  • This site provides NO information on our value ETFs or our momentum ETFs. Please refer to this site.

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About the Author:

Tian Yao
Prior to joining the Alpha Architect team, Ms. Yao was a Research Assistant to Dr. Gray. She studied quantitative models and summarized over 200 academic articles on psychology and behavioral finance. Her prior experience includes work as a financial analyst at United Asset Growth (China) LLC, and as a business development intern for Shanghai Pudong Development Bank. Tian earned a Masters in Finance at Drexel University. She earned her Bachelors degree in Finance at Nanjing Normal University, China.

3 Comments

  1. Brian June 4, 2016 at 11:33 pm

    When applying the ROBUST risk management rules to equities, do you use the benchmark index (e.g. S&P 500 TR) or the proprietary value/momentum index for domestic and international markets?

    Thanks

    • Wesley R. Gray, PhD June 5, 2016 at 7:48 am

      benchmark

      • Brian June 5, 2016 at 7:51 am

        Ah I see…that solved my confusion.

        Thanks for your great work as always !

Comments are closed.