iSectors Blog: Post-MPT


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...

ETF Strategist industry is still in a good position to bounce back in 2015

Recently ETF.com published an article entitled Don’t Fret About ETF Strategist Slowdown (I’ve included the text below). While we agree that the slowdown in the ETF Strategist space is most definitely not something to “fret”...

Principles of Modern Portfolio Theory Remain Valid After Five Decades

In February 2015, iSectors Post-MPT Growth Allocation hit a milestone: 10 years of live return data (read more here). In 2009, iSectors CEO Vern Sumnicht wrote an article focused on the Post-MPT models and Modern Portfolio Theory in...

No Modern Portfolio Theory is definitely NOT dead

A note from Vern Sumnicht… The piece I wrote back in 2009 was more or less a knee-jerk response to an article titled, “Modern Portfolio Theory is Dead.” The point was to simply ask...

Is Modern Portfolio Theory Dead?

iSectors’ flagship strategy, the Post-MPT Growth Allocation, has reached a milestone: 10 years of live return data as of Sunday, February 1, 2015. The model’s inception in February 2005 was a precursor to the...