DIY Asset Allocation Weights: August 2022
No exposure to domestic equities. No exposure to international equities. No exposure to REITs. Full exposure to commodities. No exposure to intermediate-term bonds.
Global Factor Performance: July 2022
Standardized Performance Factor Performance Factor Exposures Factor Premiums Factor Attribution Factor Data Downloads
DIY Asset Allocation Weights: July 2022
No exposure to domestic equities. No exposure to international equities. No exposure to REITs. Full exposure to commodities. No exposure to intermediate-term bonds.
Global Factor Performance: June 2022
The following factor performance modules have been updated on our Index website.[ref]free access for financial professionals[/ref]
DIY Asset Allocation Weights: June 2022
No exposure to domestic equities. No exposure to international equities. Half exposure to REITs. Full exposure to commodities. No exposure to intermediate-term bonds.
Global Factor Performance: May 2022
The following factor performance modules have been updated on our Index website.[ref]free access for financial professionals[/ref]
DIY Asset Allocation Weights: May 2022
Big changes this past month: Half exposure to domestic equities. No exposure to international equities. Half exposure to REITs. Full exposure to commodities. No exposure to intermediate-term bonds.
Global Factor Performance: April 2022
The following factor performance modules have been updated on our Index website.
Trend is Generally Your Friend…Unless You are a Bond Investor…
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 want to access the site directly. If you are an [...]
Global Factor Performance: March 2022
Factor Updates for: Standardized Performance Factor Performance Factor Exposures Factor Premiums Factor Attribution Factor Data Downloads
DIY Asset Allocation Weights: March 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.
Global Factor Performance: February 2022
The factor performance modules have been updated on our Index website
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.
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.
Global Factor Performance: December 2021
factor performance modules have been updated
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.
Global Factor Performance: November 2021
The following factor performance modules have been updated on our Index website.[ref]free access for financial professionals[/ref] Standardized PerformanceFactor PerformanceFactor ExposuresFactor PremiumsFactor AttributionFactor Data Downloads
DIY Asset Allocation Weights: November 2021
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 want to access the site directly. Exposure Highlights (bold implies [...]
Global Factor Performance: October 2021
The following factor performance modules have been updated on our Index website.[ref]free access for financial professionals[/ref] Standardized PerformanceFactor PerformanceFactor ExposuresFactor PremiumsFactor AttributionFactor Data Downloads
DIY Asset Allocation Weights: October 2021
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 want to access the site directly. Exposure Highlights (bold implies [...]