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Diversified Portfolio Performance in 2016

The Price Action Lab Diversified portfolio ended the year with a gain of 9% and ranked second best among 29 well-known portfolios.

The Price Action Lab Diversified Portfolio invests in SPY/TLT/GLD/DBC with weights 50%/30%/10%/10% and is rebalanced annually. Below are the performance results for 2016 (total return):

Maximum drawdown in 2016 was -4.5%. In comparison, the 60/40 benchmark portfolio gained 7.7% with -5% maximum drawdown. Only the Golden Butterfly portfolio outperformed the Price Action Lab Diversified portfolio by 160 basis points, according to AllocateSmartly. As we show in this article, the performances of these two portfolios are statistically indistinguishable in longer-term.

If you have any questions or comments, happy to connect on Twitter: @mikeharrisNY

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