Source: CXO Advisory - Case for Sell in May
or is it monthly noise - source: Yardeni Research
Monday, November 18, 2013
Active vs. Passive - Bi-Annual Benchmark
Like this a lot.
One disclaimer.
Realize this is not risk adjusted. I am a big believer in indexes and cost management. That said, I don't want to throw out risk when I make my evaluation.
For equities, I supplement with low volatility indexes and other risk-adjusted indexes.
For fixed income, there are 9 sectors. Passive indexes fail to give the best diversification in this space.
http://us.spindices.com/documents/spiva/spiva-us-mid-year-2013.pdf
One disclaimer.
Realize this is not risk adjusted. I am a big believer in indexes and cost management. That said, I don't want to throw out risk when I make my evaluation.
For equities, I supplement with low volatility indexes and other risk-adjusted indexes.
For fixed income, there are 9 sectors. Passive indexes fail to give the best diversification in this space.
http://us.spindices.com/documents/spiva/spiva-us-mid-year-2013.pdf
Thursday, November 14, 2013
Tuesday, November 12, 2013
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