DIY Asset Allocation Weights: February 2022
Full exposure to domestic equities. Half exposure to international equities. Full exposure to REITs. Full exposure to commodities. No exposure to intermediate-term bonds.
About 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).DIY Asset Allocation Weights: January 2022
Current Exposures:
- Full exposure to domestic equities.
- Full exposure to international equities.
- Full exposure to REITs.
- Full exposure to commodities.
- No exposure to intermediate-term bonds.
DIY Asset Allocation Weights: December 2021
Current Exposures:
- Full exposure to domestic equities.
- Half exposure to international equities.
- Full exposure to REITs.
- Full exposure to commodities.
- Half exposure to intermediate-term bonds.
The Value of the Value Factor: Cheaper now than a year ago?
About a year and a half ago, after one of the worst relative drawdowns the value factor has ever seen, I wrote a piece showing the value factor was cheap relative to history. Since then, value strategies are on a solid run (look at pretty much any type of value strategy and I think you'd agree). Today? The valuation spread between the cheapest 10% and the universe of stocks is cheaper. We are at levels beyond 1999 by some measures.
DIY Asset Allocation Weights: November 2021
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DIY Asset Allocation Weights: October 2021
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DIY Asset Allocation Weights: September 2021
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DIY Asset Allocation Weights: August 2021
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DIY Asset Allocation Weights: July 2021
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DIY Asset Allocation Weights: June 2021
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DIY Asset Allocation Weights: May 2021
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DIY Asset Allocation Weights: April 2021
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DIY Asset Allocation Weights: March 2021
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DIY Asset Allocation Weights: February 2021
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DIY Asset Allocation Weights: January 2021
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DIY Asset Allocation Weights: December 2020
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DIY Asset Allocation Weights: November 2020
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DIY Asset Allocation Weights: October 2020
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DIY Asset Allocation Weights: September 2020
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you [...]
DIY Asset Allocation Weights: August 2020
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