How Bond ETFs Make Trading Easier and Cheaper
Bond ETFs have attracted new investors who previously never owned bonds or bond funds. Bond ETFs have made it easier for more people and institutions to start investing in bonds.
What is Trend Following? A Painful Journey to Smarter Investing
Trend following, at its core, is a strategy where investors buy an asset when it's going up and sell when it’s going down. But unlike panic-driven investors who sell at the worst possible moment, trend followers adhere to a rules-based approach in an attempt to remove emotion from the equation.
Understanding the Stock–Bond Correlation
With over nearly 150 years of data, the study finds that when inflation and interest rates rise, stocks and bonds tend to move together, reducing diversification benefits. This has critical implications for portfolio construction and risk management.
Is It Time to Ditch International Stocks?
Since 2010, the S&P 500 has beaten the International Developed market in all but three years. This led the U.S. market to outperform International Developed by an astounding 8.14% compounded per year. Wowza! Talk about pain if you’re a global investor.
DIY Trend-Following Allocations: February 2025
International equity moving from full hedge to no hedge. Commodities moving from full hedge to partial hedge. Real estate moving from partial hedge to no hedge. Intermediate bonds moving from full hedge to partial hedge.
Global Factor Performance: January 2025
The following factor performance modules have been updated on our Index website.[ref]free access for financial professionals[/ref] Factor Performance Factor Premiums Factor Data Downloads
Stocks aren’t always the best in the long-run
Advisors and managers will have to adopt a more nuanced view of risk as recognition of the frequency of equity underperformance becomes widespread.
DIY Trend-Following Allocations: January 2025
Do-It-Yourself trend-following asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you [...]
Global Factor Performance: December 2024
The following factor performance modules have been updated on our Index website.
DIY Trend-Following Allocations: December 2024
Do-It-Yourself trend-following asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you [...]
DIY Trend-Following Allocations: November 2024
Full exposure to domestic equities. Full exposure to international equities. Full exposure to REITs. No exposure to commodities. Full exposure to intermediate-term bonds.
Global Factor Performance: October 2024
The following factor performance modules have been updated on our Index website.
DIY Trend-Following Allocations: October 2024
Current Exposures: Full exposure to domestic equities. Full exposure to international equities. Full exposure to REITs. No exposure to commodities. Full exposure to intermediate-term bonds.
Global Factor Performance: September 2024
The following factor performance modules have been updated on our Index website.[ref]free access for financial professionals[/ref] Factor Performance Factor Premiums Factor Data Downloads
DIY Trend-Following Allocations: September 2024
Do-It-Yourself trend-following asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you [...]
Global Factor Performance: August 2024
The following factor performance modules have been updated on our Index website.
DIY Trend-Following Allocations: August 2024
Full exposure to domestic equities. Full exposure to international equities. Full exposure to REITs. No exposure to commodities. Partial exposure to intermediate-term bonds.
Global Factor Performance: July 2024
The following factor performance modules have been updated on our Index website.[ref]free access for financial professionals[/ref] Factor Performance Factor Premiums Factor Data Downloads
DIY Trend-Following Allocations: July 2024
Full exposure to domestic equities. Full exposure to international equities. Partial exposure to REITs. Full exposure to commodities. Partial exposure to intermediate-term bonds.
Global Factor Performance: June 2024
The following factor performance modules have been updated on our Index website.