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Portfolio Rebalancing is Market Timing

Posted by Michael Harris on January 28, 2019

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Rebalancing a portfolio amounts to market timing. In this article we use the 60/40 portfolio to demonstrate how rebalancing affects performance due to timing . . .

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Michael Harris

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Asset Allocation

Dual Momentum Post-Publication Performance

Asset Allocation

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Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated performance results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Hypothetical trading results are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

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