iSectors Blog: Post-MPT


Post-MPT 2015 4th Quarter Update

UNSAFE AT CURRENT SPEEDS The quantitative model supporting the Post-MPT strategies has made major changes in the third quarter. At the end of June, the iSectors® Post-MPT Growth Allocation was leveraged, with major overweights...

The Case for iSectors Post-MPT Growth Allocation as a Liquid Alternative

It’s a little known fact that the iSectors Post-MPT Growth Allocation* actually started out as a hedge fund way back in 2005. Very shortly thereafter, it was decided that ETFs would be a much more...

Interest rate hike in September or December?

Although the timing is variable, we agree with the Fed Funds futures market that the first Fed rate rise will take place in December.  Given the global economic slowdown, the Fed does not want...

iSectors Post-MPT Growth Update – September 2015

The September rebalancing of the iSectors Post-MPT Growth Allocation resulted in a major downward shift in the portfolios risk.  The amount of leverage dropped from 29% in August to 2%. It has been over two...

Update: Post-MPT Growth Allocation 10 year data results through July 2015

Among the many ways to graphically review performance and risk numbers, presenting this information in triangle forms can give unique perspectives.  In November of last year, we wrote on Post-MPT Growth Allocation data through...

iSectors Quarterly Summary – 2Q 2015

In case you missed it, or just want to listen in again, you can watch the replay of iSectors’ 2Q 2015 webinar presentation summary here… iSectors’ Chuck Self reviews the iSectors models and the...

POST-MPT GROWTH ALLOCATION UPDATE

Over the past three months, iSectors’ Post-MPT Growth Allocation has gone through some significant changes.  The strategy is currently incorporating its lowest amount of leverage since October 2013—after tracking close to its 33% maximum for...

Asset Class Correlations are rising, and it’s a problem

While reading an article recently on Yahoo! Finance about the “macro fatigue” that many investors are facing today–amidst the incessant reports of Greece collapsing and anticipation of when the Fed will finally decide to raise...

Yes, financial advisors can properly utilize leveraged ETFs in client portfolios

Financial advisors have varying views of the use of leveraged ETFs.  These securities have the goal of providing (for 2x leveraged ETFs) double the daily return of the reference index. For example, from the ProShares...

Debunking the myths about collective investment trusts

Last week, we published a post on how iSectors utilizes ETFs in 401k plans. In this article, we also mention that iSectors also utilizes an investment vehicle known as a Collective Investment Trust (CIT). For the uninitiated,...