WSC All Weather Model Portfolio - Allocation Advice
The WSC All Weather Portfolio (AWP) is a multi-asset class portfolio, which seeks to generate absolute returns on a three years time horizon through a quantitative and systematic investment process. The WSC All Weather Portfolio is designed to perform reasonable well during all predominant market conditions and should be regarded as a core investment. The portfolio is balancing the risk of its underlying asset classes to minimize the overall portfolio volatility and to maximize its underlying diversification potential.
The WSC All Weather Portfolio is focused on absolute return by investing in a highly diversified balanced portfolio. The main target of the portfolio is to generate stable returns and to minimize potential losses. The WSC All Weather Portfolio is being updated every Sunday, although the weightings of each asset class will only change on a monthly basis. If a new allocation advise is being issued, the closing price of that specific trading day (Friday) is being used for the performance calculation.
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We analyze and compare ten popular portfolio construction techniques by applying an advanced Monte Carlo simulation to avoid using historical data. Therefore, we will be able to get an unbiased view of the pros and cons of each single portfolio construction technique. Published and awarded as Editor's Pick on Seeking Alpha. » more »