Tag: rebalance
Timing luck often has a much greater influence on strategies than meets the eye. A simple test can be used to attribute good, or bad, performance to timing
Tactical allocation strategies often suffer from high turnover. Our inlay method runs between rebalance dates to reduce turnover at minimum tracking error.
In our white paper, Being Strategic About Tactical Allocations, we discuss a method of balancing turnover and tactical allocation decisions.
Rebalance timing is often taken for granted, but it can have a large impact on results. It may be the difference between hired and fired.
High Capital Gains, Low Expected Returns: A Frustrating Combination
By Justin Sibears
On September 19, 2016