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Have the Smart Betas Become Crowded Trades? April 2016 Update

April 14, 2016
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Have the Smart Betas become crowded trades?  How can we tell? With the outlook for US growth uncertain, new smart beta investors in Minimum Volatility and Quality are paying a big premium today for the strategies. This premium is so high that their entire expected long-term return adv
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Have the Smart Betas Become Crowded Trades? March 2016 Update

March 10, 2016
Comments are off
Have the Smart Betas become crowded trades?  How can we tell? With the outlook for US growth uncertain, new smart beta investors in Minimum Volatility and Quality are paying a big premium today for the strategies. This premium is so high that their entire expected long-term return adv
Continue Reading →

Have the Smart Betas Become Crowded Trades? February 2016 Update

February 02, 2016
Comments are off
Have the Smart Betas become crowded trades?  How can we tell? With the outlook for US growth slowing, new smart beta investors in Quality and Minimum Volatility are paying a premium today for the strategies. This premium is so high that their entire expected long-term return advantage
Continue Reading →

Have the Smart Betas Become Crowded Trades? January 2016 Update

January 11, 2016
Comments are off
Have the Smart Betas become crowded trades?  How can we tell? With the outlook for US growth slowing, new smart beta investors in Quality and Minimum Volatility are paying a premium today for the strategies. This premium is so high that their entire expected long-term return advantage
Continue Reading →

Have the Smart Betas Become Crowded Trades? December 2015 Update

December 03, 2015
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Have the Smart Betas become crowded trades?  How can we tell? With the outlook for US growth slowing, new smart beta investors in Quality are paying a premium today for the strategy. This premium is so high that their entire expected return advantage is reversed into a major return di
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Do your Smart Betas have too much overlap or too little?

November 09, 2015
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After doing your research on Smart Beta strategies, you now have six better ways to build a large /intermediate cap US equity portfolio than using a cap-weighted index: Equal-weighted, Minimum Volatility, Quality, Value, Momentum and High Dividend Yield. How do you put them together i
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Have The Smart Betas Become Crowded Trades? October 2015 Update

October 05, 2015
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Have the Smart Betas become crowded trades?  How can we tell? As may be expected in volatile market conditions, new smart beta investors in Quality and Minimum Volatility are significantly overpaying today for the strategies. They are overpaying by so much, actually, that their entire
Continue Reading →

Have the Smart Betas Become Crowded Trades? September 2015 Update

September 14, 2015
Comments are off
Have the Smart Betas become crowded trades?  How can we tell? New smart beta investors in Quality, Minimum Volatility, Momentum and Equal-Weighted are overpaying for the strategies. They are overpaying by so much, actually, that their entire long term return advantage could be wiped o
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Have the Smart Betas become crowded trades? July 2015 Update

July 21, 2015
Comments are off
Have the Smart Betas become crowded trades?  How can we tell? New smart beta investors in Momentum, Equal-Weighted and Quality are overpaying for the strategies. They are overpaying by so much, actually, that their entire long term return advantage could be wiped out over the next fiv
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Have the Smart Beta trades become crowded trades? May 2015 update

May 06, 2015
Comments are off
Have the Smart Betas become crowded trades?  How can we tell? New smart beta investors in Equal-Weighted, Minimum Volatility and Quality are overpaying for the strategies. They are overpaying by so much, actually, that their entire expected return advantage over the next five years wi
Continue Reading →
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