The Top Tactical Portfolios Based On 29 Asset Allocation Approaches

Published: February 24, 2014

To complement our analysis of strategic asset allocation portfolios, we studied a mix of tactical model ETF portfolios. This analysis looked at tactical models that 1) rebalance monthly according to risk and return metrics and 2) select ETFs each month from a fixed set of asset classes.


Our analysis compared 29 tactical portfolios on a risk vs. return basis. The tactical portfolios use different allocation approaches in the following categories:


Risk and volatility portfolios


Momentum (trend following) portfolios


Blended portfolios using risk and momentum


The Question


Here's the main question we wanted to answer:


Which tactical ETF model portfolios produce the best risk-adjusted return?

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