Overview

The portfolio seeks long-term growth consistent with capital preservation. It is an actively-managed rules-based portfolio derived from static, asset allocation strategies founded in Modern Portfolio Theory. Rather than adjusting according to economic outlook, it is primarily driven by the utilization of sound technical indicators, most notably the 50 and 200-day moving averages. By default, the portfolio invests in 4 different asset classes; international large and small cap equity, commodities, and global real estate (ex US). It will also invest in precious metals, when conditions warrant. Initial allocations are determined using the principles of MPT, while subsequent weights are adjusted as markets dictate.

Composition

Holdings

As of 2/2

Allocation

Returns v.s. S&P 500

Updates

2/2/11 - Update

5/4 - Update

4/6 - Update

3/1 - Update

1/4 - Update

12/3 - Update

11/2 - Update

9/3 - Update

8/3 - Update

7/1 - Update

 6/1 - Update

 5/1 - Update

Disclaimer