Published: July 5, 2013
As part of our ongoing effort to identify the best and worst asset allocation portfolios, we compare some ETF portfolios inspired by investing gurus: Benjamin Graham, David Swensen, and Harry Browne.
Here's our plan of attack:
1. Create an ETF portfolio that resembles each guru's target allocation, based on their investment philosophy, book, or other statements. These are static allocations, rebalanced monthly.
2. Crunch the numbers to get risk adjusted returns for the past 5 years for each portfolio.
3. Look at the risk/return metrics to see if there are any clear winners. Compare to some benchmarks, too.
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