Blog Archives

Telling Tales – 2017 update

This article provides updated Telltale charts, including 2017 returns. It focuses on the relative past performance of value and size factors compared to the total US market, as well as studying international and real estate funds. 
Using Telltale charts can be very informative, truly ‘telling the tale’ of what happened over time to portfolio trajectories, illustrating return to the mean properties, or lack thereof.

Posted in Asset allocation, International stocks, Market history, Market statistics, Portfolios, REITS, Value premium

Portfolio Diversification: REITs and International/Emerging Bonds

Vanguard and others have put a lot of emphasis on bonds diversification using international bonds in recent years, while the Bogleheads community mostly shrugged. This article studies the effect of such diversification through backtesting techniques, looking at both regular International bonds and Emerging Market bonds. We’ll take a close look by studying monthly returns to better analyze the volatility and correlation properties of various portfolios. Then we’ll perform a similar study about diversification of equities with domestic, global or international real estate funds.

Posted in Asset allocation, Bonds, International stocks, Market history, Market statistics, Portfolios, REITS

U.S. Equity REITs

U.S. real estate investment trusts (REITs) were created by an act of Congress in 1960 with the purpose of providing small investors  access to commercial real estate  property investment. REITs can be managed to exclusively hold real estate investment properties.

Posted in REITS

NAREIT Equity Index returns

NAREIT Equity Index Returns

Posted in REITS
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