Portfolios and Their Performance 01-2012

In January 2012, our dynamic models for Aggressive, Moderate, Conservative and Defensive portfolios gained 5.2%, 4.3%, 3.3% and 2.5%, respectively, outperforming their respective benchmarks by more than 1%.  The over-weights in IWM, VWO, IYR  contributed to the outperformance (See Table 1 and Table 2).

Table 1: Portfolio Performance

Table 2: ETF Performance

ETFDec-11Jan-12
SPY1.1%4.6%
IWM0.8%7.1%
EFA-1.3%5.3%
VWO-3.7%10.8%
IYR5.0%6.6%
AMJ5.6%1.9%
GLD-10.5%11.4%
GSG-1.6%2.4%
HYG3.5%1.5%
AGG1.1%0.7%
TIP-0.3%2.3%
IEF1.6%0.9%
TLT2.5%-0.3%
SHY0.1%0.1%

Table 3: Dynamic Portfolios in 01-2012

Table 4: Static Portfolios

 

 

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