Global 60/40 Versus Domestic 60/40 Portfolio [CHART]

Global 60/40 Versus Domestic 60/40 Portfolio by Wesley R. Gray, Ph.D., Alpha Architect, Author of Quantitative Value: A Practitioner’s Guide to Automating Intelligent Investment and Eliminating Behavioral Errors.

The Harvard Management Company report was recently released here. h.t. Tom for pointing out.

The biggest surprise was the spread in returns between the global 60/40 portfolio and the domestic 60/40 portfolio:

Michael Mauboussin: Challenges and Opportunities in Active Management And Using BAIT #MICUS

michael mauboussin, Credit Suisse, valuation and portfolio positioning, capital markets theory, competitive strategy analysis, decision making, skill versus luck, value investing, Legg Mason, The Success Equation, Think Twice: Harnessing the Power of Counterintuition, analysts, behavioral finance, More Than You Know: Finding Financial Wisdom in Unconventional Places, academics , valuewalkMichael Mauboussin's notes from his presentation at the 2020 Morningstar Investment Conference, held on September 16th and 17th. Q2 2020 hedge fund letters, conferences and more Michael Mauboussin: Challenges and Opportunities in Active Management Michael Mauboussin is Head of Consilient Research at Counterpoint Global in New York. Previously, he was Director of Research BlueMountain Capital, Read More


An 8.5% spread is quite large…