The power of asset allocation

by | Jun 18, 2019

“From a purely mathematical perspective, in the absence of strong assumptions about….risk, return, and correlation- holding equal amounts of all investments in the investment universe is, in fact, optimal.”

– Adam Butler, Michael Philbrick, Rodrigo Gordillo

Adaptive Asset Allocation, 2016, Wiley

It has been widely noted that May was a tough month for the markets.

Total returns for the S&P 500 and the Dow were greater than a negative 6% (-6%) for the month. But a 60-40 allocation (60% S&P 500 and 40% Barclays US Aggregate) was only off 3.1%. The pessimism was mostly trade related as US-China talks seems to deteriorate, and Mexico was brought into the fray to reset immigration policies.

The active models we manage at SCI also showed negative gains but not to the extent of the broader market. Our performance was more in line with the 60-40 portfolio. This is the power of asset allocation. It lowers the performance hurdle that is required after negative returns by moderating the downside during market selloffs. The math is simple. The 60-40 passive allocation mentioned above would only require a 3.2 percent gain to get back the losses, while the 6% loss will require a 6.38% gain. Predicting the winners and losers in any market environment is difficult and not a skill found among many managers. In May, out of 11 S&P sectors, only one had positive gains and it is the best performing sector year-to-date. (Real Estate).

As you try to build better portfolios for your clients, focus your efforts on reducing volatility and increasing diversification. It will help the bad market months seem not so bad.

As you consider the information provided with the Salt Creek Investors Asset Allocation Platform (the “Program”), please review the following:

The information and descriptions provided about the Program are for educational and information purposes only and should not be used or construed as investment advice, an offer to sell, a solicitation of an offer to buy, a recommendation for any security, or suggest any course of action. LaSalle St. Investment Advisers (“LSIA”) does not guarantee that the information or descriptions supplied about the Program are complete or timely. LSIA makes no warranty with regard to any results obtained from the Program or its deployment. LSIA is not responsible for any direct or incidental loss incurred by relying on information provided about the Program. The allocations presented herein are illustrations and completely hypothetical. None reflect actual investments or investment results and do not reflect allocation of any individual portfolio. Asset allocation and its results vary over time. Other allocations or asset investment categories not offered in the Program may have characteristics similar or superior to those illustrated. Past performance of any model or allocation is no prediction of future results. Neither the Program nor any system/model can predict the future of any market or price movement in a market. Diversification and asset allocation do not guarantee against the risk of investment loss, including risk of loss of principal. Information provided regarding the Program is as of the date of publication and may change at any time without notice. Information has been included which was obtained from third parties and is believed to be reliable and complete. LSIA does not warrant the accuracy or completeness of such information. LSIA is a registered investment advisor and does not provide tax, accounting or legal advice ‒ the information and/or descriptions provided do not constitute such advice. More information regarding LSIA and its investment strategies can be found in the LSIA brochure, ADV Part II, which is available online or through LSIA. Asset allocation may not be suitable for all investors. Before deciding to invest, potential participants should consult with an investment adviser to determine an appropriate investment strategy and methodology which meets the investor’s specific financial needs, objectives, goals, time horizons and risk tolerance. The information and description provided herein has been made without consideration of any investor’s particular suitability for investing in the Program. Asset allocation also involves investment in various asset classes which are not insured by the government. Investing in fixed income and/or high yield securities involves additional concerns including interest rate risk, credit risk and reinvestment rate risk. Investing in securities outside the United States may entail greater risk than investing in domestic U. S. markets. These risks typically include political and economic uncertainty of foreign countries as well as currency exchange fluctuations, including foreign currency exchange rates, political risks, different methods of accounting, financial reporting and foreign taxes. The prospectus accompanying a security should carefully be reviewed before investing. The services described herein are available to persons residing in any state where they would otherwise be contrary to local law or regulation.

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