The Passive Allocator BLOG

On current trends in multi-asset investing, ETFs, Index tracking, Smart Beta and much more

Passive Allocator Commentary – Jan 2020

After 3 months of steady steps higher by major global equity indices, January witnessed the return of 2-way movement: something most market participants forget about and get complacent. But volatility never fails to make an appearance and does so by latching onto any...

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Passive Allocator Commentary – Dec 2019

In the last month of 2019, we see another firm stride higher for major equity indices lead by the usual suspect: US Technology. It's been three months of steady gains in risk assets, being displayed by an uncanny high Sharpe ratio hike in the evergreen "northeast...

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November 2019 Fund Commentary

November was a significant month for our strategy when one looks "under the hood". After more than a year, it was the period where our momentum-based allocation switched to underweight fixed income/safe assets and signalled a broad long position in many global equity...

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October 2019 Fund Commentary

Last month we mentioned equities are trying to climb the wall of worry and breakout; by the end of October all major equity indices did just that: broke out and sustained new 52 Week highs, with SPX making all-time highs above the 3000 handle. We clocked in a gain of...

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September 2019 Fund Commentary

September saw Equities attempt a breakout and continue up the Wall of Worry. That breakout isn't confirmed as yet; this time the move doesn’t feel too strong, as the causes for worry are quite substantial. Brexit and global trade wars are the usual suspects, add to...

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August 2019 Fund Commentary

"Year of the Bond". This could be what 2019 goes down as unless we see a reversal in the unrelenting uptrend in treasuries and investment-grade credit. Government bonds across developed economies in the EU, and also Japan, have been negative yielding for some time...

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July 2019 Commentary

Have we seen a sudden paradigm shift in July? Or a final culmination of economic factors, that were just brewing in the background all these months? We think it's the latter, and we further assume things are just getting started. A few important points to note for...

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June 2019 Commentary

In these posts, we take our monthly fund factsheet commentary and extend on it with some thoughts and charts. Passive Allocator's portfolio allocation depends purely on Momentum calculated in a quantitative/mechanical way, however prices always move due to some...

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May 2019 Commentary

In these posts, we take our monthly fund factsheet commentary and extend on it with some thoughts and charts. Passive Allocator's portfolio allocation depends purely on Momentum calculated in a quantitative/mechanical way, however prices always move due to some...

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April 2019 Commentary

In these posts, we take our monthly fund factsheet commentary and extend on it with some thoughts and charts. Passive Allocator's portfolio allocation depends purely on Momentum calculated in a quantitative/mechanical way, however prices always move due to some...

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March 2019 Commentary

In these posts, we take our monthly fund factsheet commentary and extend on it with some charts & thoughts that are affecting our thinking and also our underlying asset class universe. Passive Allocator's portfolio allocation depends purely on Momentum calculated...

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Feb 2019 Commentary

Due to demand from our investors this is the first of a continual series of 'commentary' posts.  In these, we take our monthly fund factsheet commentary and extend on it with some charts and other data sources that are curently affecting our thinking and also our...

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