Asset Allocation Ideas

VizMetrics provides the following reports covering Asset Allocation Ideas. Three of these reports (vm02, vm03, vm04) are available in the VizMetrics Free subscription. The other reports are available in the VizMetrics Advanced subscription.

Risk vs. Return Comparisons

  • vm02: Standard Deviation Scatterplot - free
  • vm03: Maximum Drawdown Scatterplot - free
  • vm04: One Million Portfolios Poster - free

Tactical Allocation Ideas

  • vm05: Macro Global
  • vm06: Blended Portfolios
  • vm07: Risk and Momentum
  • vm08: Hedged Portfolios

Income Ideas

  • vm09: Equity Income Portfolios
  • vm10: Multi-strategy

Report Descriptions: Asset Allocation Ideas

vm02: Standard Deviation Scatterplot

This report compares the risk vs. return of asset allocation portfolios using total return and standard deviation.
how to subscribe: Free Subscription, Advanced Subscription
report category: Asset Allocation Ideas
portfolios included: 70, graphed on a risk vs. return scatterplot
portfolio types:
file format: PDF
metrics included: 2
risk vs. return scatterplots included: 1
update frequency: monthly

vm03: Maximum Drawdown Scatterplot

This report compares the risk vs. return of asset allocation portfolios using total return and maximum drawdown.
how to subscribe: Free Subscription, Advanced Subscription
report category: Asset Allocation Ideas
portfolios included: 70, graphed on a risk vs. return scatterplot
portfolio types:
file format: PDF
metrics included: 2
risk vs. return scatterplots included: 1
update frequency: monthly

vm04: One Million Portfolios Poster

This report shows the risk vs. return for all possible portfolios using 14 asset classes and an allocation increment of 10%
how to subscribe: Free Subscription, Advanced Subscription
report category: Asset Allocation Ideas
portfolios included: 1144066, graphed on a risk vs. return scatterplot. Also includes the underlying asset classes and several popular allocations.
portfolio types:
file format: PDF
metrics included: 2
risk vs. return scatterplots included: 1
update frequency: yearly

vm05: Macro Global

This report compares investable portfolios using tactical (dynamic) allocations that have a worldwide, unconstrained, or “go-anywhere” approach.
how to subscribe: Advanced Subscription
report category: Asset Allocation Ideas
portfolios included: 20, including multi-asset global allocation funds.
portfolio types: exchange-traded funds (ETFs) and open-end funds (mutual funds)
file format: PDF (data and charts) and XLS (data)
metrics included: 39
risk vs. return scatterplots included: 6
update frequency: daily

vm06: Blended Portfolios

This report compares investable portfolios using tactical (dynamic) allocations which use a blend of multiple approaches.
how to subscribe: Advanced Subscription
report category: Asset Allocation Ideas
portfolios included: 17, including multi-strategy and dynamic alpha funds.
portfolio types: exchange-traded funds (ETFs) and open-end funds (mutual funds)
file format: PDF (data and charts) and XLS (data)
metrics included: 39
risk vs. return scatterplots included: 6
update frequency: daily

vm07: Risk and Momentum

This report compares investable portfolios using tactical (dynamic) allocations which use a risk-based or momentum-driven approach.
how to subscribe: Advanced Subscription
report category: Asset Allocation Ideas
portfolios included: 19, including momentum (upgrading) and risk-driven funds.
portfolio types: exchange-traded funds (ETFs) and open-end funds (mutual funds)
file format: PDF (data and charts) and XLS (data)
metrics included: 39
risk vs. return scatterplots included: 6
update frequency: daily

vm08: Hedged Portfolios

This report compares investable portfolios using hedged strategies.
how to subscribe: Advanced Subscription
report category: Asset Allocation Ideas
portfolios included: 44, including 130-30, absolute return, arbitrage, long-short, and market neutral funds.
portfolio types: exchange-traded funds (ETFs) and open-end funds (mutual funds)
file format: PDF (data and charts) and XLS (data)
metrics included: 39
risk vs. return scatterplots included: 6
update frequency: daily

vm09: Equity Income Portfolios

This report compares investable portfolios and funds related to income generation and dividends.
how to subscribe: Advanced Subscription
report category: Asset Allocation Ideas
portfolios included: 27, including dividend ETFs, U.S. equity income funds, and global equity income funds.
portfolio types: exchange-traded funds (ETFs) and open-end funds (mutual funds)
file format: PDF (data and charts) and XLS (data)
metrics included: 39
risk vs. return scatterplots included: 6
update frequency: daily

vm10: Multi-strategy

This report compares investable portfolios related to a range of income generation strategies.
how to subscribe: Advanced Subscription
report category: Asset Allocation Ideas
portfolios included: 38, including blended income portfolios, convertible securities, floating rate portfolios, preferreds, strategic income portfolios, and tax-free portfolios.
portfolio types: exchange-traded funds (ETFs) and open-end funds (mutual funds)
file format: PDF (data and charts) and XLS (data)
metrics included: 39
risk vs. return scatterplots included: 6
update frequency: daily

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