Post Tagged with: "ivy portfolio"

Ivy-10 Portfolio 2015 Update

April 18, 2016 5:00 am0 comments

It’s that time of year to update the performance of the Ivy-10 Portfolio. What is the Ivy-10 Portfolio? Back in 2012 I finished reading a very interesting book called “The Ivy Portfolio”. This book was written by two money managers, Mebane Faber and Eric Richardson, who work at Cambria Investment Management. The authors wanted to answer the question of why money managers who manage some of the world’s best Ivy League schools produce such consistent results. Routinely Harvard and Yale endowments produce double digit annual returns. Since 1985 Yale University has returned around 16% annual returns and Harvard over 15% annual returns. Not only did they produce outstanding returns, but they did it by also reducing volatility and drawdown. This inspired […]

Read more ›

Ivy-10 Portfolio 2014 Update

January 19, 2015 5:00 am2 comments

It’s been a year since I’ve updated the performance of this portfolio so here it goes! What is the Ivy-10 Portfolio? Back in 2012 I finished reading a very interesting book called, “The Ivy Portfolio”. This book was written by two money managers, Mebane Faber and Eric Richardson, who work at Cambria Investment Management. The authors wanted to answer the question of why money managers who manage some of the world’s best Ivy League schools produce such consistent results. Routinely Harvard and Yale endowments produce double digit annual returns. Since 1985 Yale University has returned around 16% annual returns and Harvard over 15% annual returns. Not only did they produce outstanding returns, but they did it by also reducing volatility and […]

Read more ›

Seasonality And The Ivy-10 Portfolio

August 11, 2014 5:00 am2 comments

As the common saying states, “Sell in May and go away.” As we are now in early August our seasonality trigger has recently triggered a sell signal. So, through May, June and most of July we continued to hold on our position. If you receive our free weekly newsletter you were alerted to the seasonality switch the week it changed. At this time I think it would be a good idea to review where we stand based upon on our seasonality study. If you will recall, the seasonality study goes long the SPY in November and sells in May. This is the classic seasonality hold period which does appear to hold an edge for the S&P market. In order to avoid […]

Read more ›

Ivy-10 Portfolio 2013 Update

January 6, 2014 5:00 am4 comments

Happy New Year to everyone. With the new year I thought it would be a good idea to review the performance of the Ivy-10 Portfolio for 2013. What is the Ivy-10 Portfolio? Back in 2012 I finished reading a very interesting book called, “The Ivy Portfolio”. This book was written by two money managers, Mebane Faber and Eric Richardson, who work at Cambria Investment Management. The authors wanted to answer the question of why money managers who manage some of the world’s best Ivy League schools produce such consistent results. Routinely Harvard and Yale endowments produce double digit annual returns. Since 1985 Yale University has returned around 16% annual returns and Harvard over 15% annual returns. Not only did they produce […]

Read more ›

Testing The Ivy-10 Portfolio Ranking Score

June 10, 2013 5:00 am7 comments

It’s been just about six months since I’ve had an Ivy-10 Portfolio update. In this article I want to give a performance update for the Ivy-10 portfolio, answer a reader’s question and test the robustness of the the relative strength score. If you will recall, the Ivy-10 Portfolio ranks our ETFs based on a relative strength calculation. Well, how robust is parameter? Can the portfolio withstand different methods of calculating relative strength? We’ll find out. Testing the Ivy-10 Portfolio ranking score Click To Tweet Performance Update How has the Ivy-10 Portfolio being doing for 2013? The results below are through June 7th. As you can see the portfolio is under performing the market as of 2013, but this is expected given the strong bull market we are experiencing. […]

Read more ›

The Ivy Portfolio

December 10, 2012 5:00 am39 comments

Several months ago I finished reading a very interesting book called, “The Ivy Portfolio.” This book was written by two money managers, Mebane Faber and Eric Richardson, who work at Cambria Investment Management. The authors wanted to answer the question of why money managers who manage some of the world’s best Ivy League schools produce such consistent results. Routinely Harvard and Yale endowments produce double digit annual returns. Since 1985 Yale University has returned around 16% annual returns and Harvard over 15% annual returns. Not only did they produce outstanding returns, but they did it by also reducing volatility and drawdown. Wouldn’t it be nice to mimic the investing strategy utilized by these endowments? Well, the authors do just that. […]

Read more ›