Re-balance Cycle Reminder All MyPlanIQ’s newsletters are archived here.

For regular SAA and TAA portfolios, the next re-balance will be on Monday, May 22, 2017. You can also find the re-balance calendar for 2017 on ‘Dashboard‘ page once you log in.

As a reminder to expert users: advanced portfolios are still re-balanced based on their original re-balance schedules and they are not the same as those used in Strategic and Tactical Asset Allocation (SAA and TAA) portfolios of a plan.

Please note that we now list the next re-balance date on every portfolio page.

Holding Period of Long Term Timing Portfolios

Our previous newsletter April 24, 2017: The Long Term Stock Market Timing Return Since 1871 generated some questions from our users. Specifically, some users are wondering whether using a timing strategy such as the 10 month moving average mentioned in the article can now reduce the required hold time to achieve a long term average return. We believe this is an extremely important question and want our readers to understand clearly on this concept. 

Rolling period returns

Recall that in that newsletter, we show using the timing strategy not only improves the long term average return slightly, but it dramatically reduces volatility of the portfolio. We further look at how fluctuated the moving average rolling period returns are using the following table:

 S&P Rolling 10 YrS&P Rolling 15 YrS&P Rolling 20 Yr MA Rolling 10 Yr MA Rolling 15 Yr MA Rolling 20 Yr 
AVERAGE9.2%9.2%9.3%9.4%9.4%9.4%
STDEV5.0%4.1%3.3%3.9%3.1%2.3%
MIN-4.0%-0.3%2.1%0.9%2.6%3.2%
MAX21.1%19.3%17.9%19.4%16.7%15.3%

MA: Moving Average

Please login or register an account to view the newsletter