Top Asset Allocation Portfolios From 1 Million Combinations

Published: October 1, 2013

In previous articles on strategic asset allocation, we have explored 3-ETF equal-weight portfolios. Now this article goes a step further and identifies high-performing strategic portfolios using unequal weights across 14 global asset classes.

 

We analyzed over one million asset allocation portfolios over 41 years and we identified several with a risk-adjusted return better than a Balanced Portfolio (60% stocks and 40% bonds). For example, a portfolio identified later in this article has an annualized return of 13.25% over 41 years, compared to 9.40% return for the Balanced Portfolio at the same risk level.

 

We followed a step-by-step process to find these top asset allocation portfolios:


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