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The Asset Allocator has changed | Portfolio Yoga

The Asset Allocator has changed

Equity Markets move in cycles is we all know. But if only we knew when the markets will top and when they shall bottom, life would be so much simpler.

Since we don’t have that information, all we can do is use a bit of mathematics to try and figure out how and where to add exposure to markets and vice versa.

Who doesn’t love to buy when markets crash or sell when it tops at multiple year high valuations. Then again, much of this is not only hindsight in nature but the bigger issue is the amount of time available to take that decision. Market stays at Market Tops or Market Bottoms for very short period of time.

Based on earlier tops, one of the easiest prediction people made was about market topping in 2016 (1992 Top + 8 years = 2000 Top, 2000 Top + 8 years = 2008 top. Hence, 2008 Top + 8 = Market Tops in 2016).

Rather than hoping to Buy everything at the bottoms and Sell everything at the Peaks, we need to granulate to ensure that we don’t end up with too low a exposure when time is ripe for buying or have too much invested when markets are near the peak.

Portfolio Yoga Asset Allocator has been up there since the start of the site. Its time for a revamp and this is what we have done today.

While the basic philosophy stays the same, we have tried to granulate the entries and exists to ensure that we don’t stay too long in the party. On the other hand, when market falls big time, this allocator is more nimble to be able to capture at least a part of it.

3 Responses

  1. Jay Cobb says:

    Your asset allocator changes allocation on a monthly basis – so is it a guidance/suggestion for investors to change asset allocation of their portfolios on a monthly basis as well? Isn’t that too much churn for an year?

    • Prashanth_admin says:

      Hi,

      Its more of a guidance as to what maybe a good allocation depending upon both one’s risk tolerance as well as the time that one has to achieve the goals for which the savings are being invested.

      Most books / blogs talk about once a year re-balancing. But is that the best way to maximize one’s opportunities is the question. Lets assume a investor re-balanced in June. Nifty closed at 4300 in June of 2007, in June of 2008 it was at 4000. But we know how sharp the rally between June to December was and one whose profits were not booked since no re-balancing happened until we were back to square 1.

      While monthly updates may look like its too much, historically what I have observed is that number of changes in a year is generally limited to 2 (3 in one sided years). Again, this is more of a support tool than a execution tool.

      • Jay Cobb says:

        Its a little tricky if the re-balancing is managed between debt and equity MFs given the taxation angle. Do you happen to have an analysis on the optimum frequency that considers tax angle as well? If not, can you think of writing one? Would be of real help, thanks in advance.

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