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Ibbotson Asset Allocation Models

Old_Skeet
in Fund Discussions
I came across this a while back and bookmarket it for reference. Thought some might also find this link of interest.

Ibbotson Associates provides the asset allocation guidelines consisting of U.S. Equity, International Equity, Fixed Income and Cash. The Sector allocations are intended to fulfill the U.S. Equity Portion of the aggregated portfolio. The relevant asset classes/sectors and benchmarks are displayed in the tables below. The portfolios span the risk spectrum of the efficient frontier from conservative to aggressive. In formulating diversified portfolios, Ibbotson employed a statistical technique know as optimization. The goal of optimization is to identify portfolios that maximize return for a given level of risk or minimize risk for a given level of return.

http://www.sectorspdr.com/sectorspdr/tools/ibbotson-models

I wish all ... "Good Investing."

Old_Skeet

Comments

  • kevindowkevindow
    Roger Ibbotson is an academic rock star, but he has had less than stellar results in the fund management business. His Pioneer Ibbotson fund series (IBAYX, IBBCX, IBGYX and IMOYX), as well as his ETFs have had underwhelming returns so far. Ibbotson and Andrew Lo are both brilliant, but both should probably keep their day jobs at Yale and MIT, respectively.

    Kevin
  • rjb112
    kevindow said:

    . Ibbotson and Andrew Lo are both brilliant, but both should probably keep their day jobs at Yale and MIT, respectively.
    Kevin

    ++++++++
    Speaking of Andrew Lo, he was just on WealthTrack (May 2, 2014). He said that almost everyone should have 5-20% of their portfolios in managed futures.
    I thought that was a very strange recommendation. Especially coming from an Academic......

  • TedTed
    @MFO Members: Ibbotson Associates was acquired by M* in 2006. Here is article regarding two other funds he manages, AZSAX & AZLAX
    Regards,
    Ted
    http://www.thestreet.com/print/story/12691039.html

  • rjb112
    Roger Ibbotson wrote an annual investing classic, that all the pros would read. Per M*, below:
    "He has written numerous books and articles including Stocks, Bonds, Bills, and Inflation with Rex Sinquefield (updated annually) which serves as a standard reference for information on capital market returns."
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