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Observations

Exploring Asset Allocation, Portfolio Returns, Asset Class Returns, Indices and Portfolio Construction

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Performance of a 60:40 Portfolio in the UK in the 1970s

Chart Excerpt

Henry Maxey, Chief Investment Officer
Ruffer, Dismantling the deflation machine, The Ruffer Review 2020

Pension Funds Asset Allocation 2019

Thinking Ahead Institute research and secondary sources
Willis Towers Watson, Global Pension Assets Study 2020

Aggregate P7 asset allocation from 1999 to 2019

Thinking Ahead Institute research and secondary sources
Willis Towers Watson, Global Pension Assets Study 2020

Domestic equity over total equity exposure

Thinking Ahead Institute research and secondary sources
Willis Towers Watson, Global Pension Assets Study 2020

Domestic bonds over total bond exposure

Thinking Ahead Institute research and secondary sources
Willis Towers Watson, Global Pension Assets Study 2020

Vanguard Balanced Index Fund Admiral Shares

Balanced Composite Index, 2020 Q3 YTD Returns

Vanguard, October 2020

Healthcare of Ontario Pension Plan (HOOPP) Portfolio vs. Traditional Portfolio

Healthcare of Ontario Pension Plan (HOOPP), August 2020

Bear Market Rallies - A Historical Context

There have been five major bear markets in the S&P since the Depression, with each one experiencing rallies along the way that turned out to be false dawns.

Variant Perception Research, April 30th 2020

Quarantine

"For the first time in years of quantitative publications, we argue that the usual irrelevant noise of daily fluctuations becomes now immensely informative."

Didier Darcet
Gavekal Intelligence Software, The Quant Corner, February 2020

The Callan Periodic Table of Investment Returns

Annual Returns for Key Indices Ranked in Order of Performance (2000–2019)

Callan Associates Inc., January 2020
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