Do-It-Yourself trend-following asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required)

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If you are an advisor and would like help implementing our models, please reach out to Ryan Kirlin or Jess Bost.

Exposure Highlights (bold implies a month-over-month change):(1)

Current Exposures:

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

 

References[+]

About the Author: Ryan Kirlin

Ryan Kirlin
Ryan Patrick Kirlin is Head of Capital Markets and Sales for Alpha Architect. He works with financial advisors to analyze and create affordable, tax-efficient, investment portfolios in partnership with Alpha Architect and our investment strategies. And, once portfolio decisions are made, assists them in executing fair ETF trades. His previous roles in the New York Stock Exchange's ETF Group (where he was part of launching about 650 ETFs) and at RevenueShares ETFs help give him a well-rounded view on ETF structure and the opportunities for investors within the industry. When RevenueShares was acquired by the mutual fund behemoth Oppenheimer Funds, Ryan received an inside look at the challenges faced by legacy asset managers in adapting to the future of asset management. Ryan attended Fordham University for his undergraduate degree. He was a member of the US Rowing Team in 2011 and competed at the Pan American Games. He stills rows and his backtested performance results look great. He's not as confident in his forward expected returns due to new unaccounted transaction costs in his life (family, age, and golf).