Portfolio Builder Update January 2017 – Markowitz Modern Portfolio Theory

Allocation update January 2017

Now, let´s rinse and repeat the same for 2017, a year which is once again full of “known unknowns” like a new administration in the US, elections in many European countries under a populist shift, risks from Chinese debt and equity bubbles, hot real-estate markets in most regions, a Russian president entering new friendships with western populist leaders and probably many “unknown unknowns” just to keep us young and fresh. Here's a nice collection with 10 Outrageous Predictions for 2017 I liked a lot.

Here the allocations of the Portfolios in 2016 as of the last update:


And here the new allocations as of January 2017:


You can see that only in eight cases have there been changes of more than +/- 5% in the allocation to individual strategies. As result, there are also only insignificant changes in the historical performance statistics of the individual Portfolios.

You can download the updated Excel Version here, or use the Online Portfolio Builder in the usual spot.

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