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, November 18, 2019. You can also find the re-balance calendar for 2019 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.

Multi-factor ETFs vs. Equal Weight Multi-Factor Portfolios

In last week’s newsletter, we discussed native value-momentum ETFs vs. an equal weight value and momentum two factor portfolio. Our conclusion is that a native value-momentum doesn’t add much more value, at least based on the short history of these ETFs. 

In this newsletter, we continue to look at ETFs that are constructed based on more factors and their performance compared with equal weight portfolios. 

The multi-factor ETFs

By far, the most successful multi-factor ETF is Goldman Sachs’ ActiveBeta ETFs. Its representative one is GSLC (Goldman Sachs ActiveBeta US LgCp Eq ETF). Based on Goldman Sachs, the so called ActiveBeta ETFs are based on the following four factors: 

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