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On Portfolio Returns, Asset Allocation, Benchmarks, Asset Class Returns, Sectors, Countries, Style, Diversification, Indices and more…

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Singled Out: Historical Performance of Individual Stocks

Bryan Ting, PhD, Researcher; Wes Crill, PhD, Head of Investment Strategists and Vice President
Dimensional, Insights, May 11, 2022
The More Things Change…

The More Things Change…

I stopped in a local antique shop over the weekend. The owner is retiring and trying to clear out as much as she can before they close the doors so I paid a mere $3 for the Life magazine above. I think it might be worth many multiples of that price for investors who think our situation today is somehow uniquely bad. The cover headline could just as easily be describing today as 1970.

Joseph Y. Calhoun III
Alhambra Investments, Weekly Market Pulse: The More Things Change… September 5th, 2022
Performance of US equities in the 1970s

Performance of US equities in the 1970s

Marko Gränitz (guest author), Stagflation, then and now
LGT, May 18, 2022

Why We Don’t Think Valuations Should Worry You

Near term or long term, valuations don’t predict stock returns.

Fisher Investments Editorial Staff
Fisher Investments, May 25, 2022
Market Share Concentration by Firm: Active Management

Market Share Concentration by Firm: Active Management

Ivan “Butch” Cliff
Callan, Exclusive Callan Study Analyzes Investment Management Fees Paid by Institutional Investors, January 19, 2022
Stock markets usually fall before war breaks out, not afterwards

Stock markets usually fall before war breaks out, not afterwards

Professor Dr Bernd Meyer, Chief Investment Strategist & Head of Multi Asset
Berenberg Markets - Monitor, 28 February 2022
The perils of yesterday’s logic

The perils of yesterday’s logic

Reimagining portfolios for tomorrow’s reality

Henry Maxey, Chief Investment Officer
Ruffer, The Ruffer Review, 28 February 2022

Bitcoin as a Hedge for Boredom

People do not buy Bitcoin as an inflation hedge; they do so because it’s exciting.

Steve Hanke, Matt Sekerke
National Review, Capital Matters, January 27, 2022
Correlation is a Bitch!

Correlation is a Bitch!

"Much of how successfully crypto assets can be properly integrated into conventional investment portfolios will depend on how tools from modern portfolio theory (MPT) can be utilized."

Fidelio Tata
January 26, 2022
Vanguard Balanced Index Fund Admiral Shares

Vanguard Balanced Index Fund Admiral Shares

Balanced Composite Index, 2021 (31.12) YTD Returns

Vanguard, January 2022
Pictet LPP 2000 Swiss Pension Fund Indices

Pictet LPP 2000 Swiss Pension Fund Indices

2021 YTD Returns (31.12.2021)

Pictet Asset Management SA, January 2022
S&P vs USTs (Risk Adjusted)

S&P vs USTs (Risk Adjusted)

Imbalances: US equities have lost c. 75% of their value vs bonds from 1971 until 2016

Hugh Hendry
Eclectica Asset Management, 2016

Tuning in to reasonable expectations

Why should long-term investors care about market forecasts? Vanguard, after all, has long counseled investors to set a strategy based on their investment goals and to stick to it, tuning out the noise along the way.

Joseph H. Davis, Ph.D., Vanguard global chief economist
Vanguard, Insights, September 16, 2021

The Dividend Divide

There is a significant gap between dividends’ reality and how many investors envision them.

Fisher Investments Editorial Staff
Fisher Investments, 09 September 2021
Pension Funds  Asset Allocation 2020

Pension Funds Asset Allocation 2020

Thinking Ahead Institute and secondary sources
Willis Towers Watson, Global Pension Assets Study 2021
Aggregate P7 asset allocation from 2000 to 2020

Aggregate P7 asset allocation from 2000 to 2020

Thinking Ahead Institute and secondary sources
Willis Towers Watson, Global Pension Assets Study 2021
Domestic equity over total equity exposure

Domestic equity over total equity exposure

Thinking Ahead Institute and secondary sources
Willis Towers Watson, Global Pension Assets Study 2021
Domestic bonds over total bond exposure

Domestic bonds over total bond exposure

Thinking Ahead Institute and secondary sources
Willis Towers Watson, Global Pension Assets Study 2021

Deep evidence that factor investing works well in bond markets

More than two centuries of data confirms that value, momentum and low risk offer attractive premiums. These are consistent across various market and macroeconomic scenarios.

Guido Baltussen, Lead Portfolio Manager
Robeco, Insights, 12 July 2021

Has the value ship sailed?

Value’s recent strong performance has led many investors to question whether they’ve missed the boat. Here’s why we think they haven’t.

Liam Nunn , Fund Manager; Simon Adler, Fund Manager
Schroders, 11/05/2021
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