iSectors Blog: Post-MPT


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,...

No eye test or gut feelings when considering which ETFs to use in iSectors strategies

Today’s Throwback Thursday post falls on the first full day of the NCAA Men’s Basketball Tournament. As people all across the country fill out their brackets, trying to predict the eventual winner of the...

Post-MPT Growth: Taking Equity Risk at Attractive Times

Stock Market investing is a fascinating activity!  Historical studies show that over long periods of time, equities outperform all other major asset classes.  Thus, the financially logical course of action is to be 100%...

How Post-Modern Portfolio Theory Came to Be

We’ve spent most of our time talking about iSectors Post-MPT Growth Allocation—since we recently celebrated its 10 year anniversary of live performance results last month (February 2005-2015). It should be known that iSectors isn’t...

Attractive Equity and Balanced Alternatives

Given the volatility in the markets over the last ten years, it has been difficult to find strategies that performed consistently well on an absolute and risk-adjusted basis. There were many equity-benchmarked investments that performed...

Does Modern Portfolio Theory Still Work?

The following article by iSectors CEO, Vern Sumnicht, was originally published on Financial-Planning.com in 2013. Vern wrote about the basic tenets of the original Modern Portfolio Theory (MPT) and discussed the challenges MPT faces in “the...