ValidFi News and Articles

On August 24, 2009, SeekingAlpha.com. Managed futures has been long recognized to be an excellent portfolio diversifier.

However, long only commodity investment is not good enough. For example, in this 2008-2009 period, commodity ETFs such as DBC, GSG based on broad based commodity indexes and most of ETFs based on narrow commodity industry indexes such as DBA, DBE, DBB did not do well. Read more ...

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On August 17, 2009, SeekingAlpha.com. Studies have shown that asset allocation is the most important determinant factor in a mutual fund's performance: according to a study by Gary Brinson, Randolph Hood and Gilbert Beebower, asset allocation strategies are responsible for over 90% of variations in portfolio performance. Read more ...

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On August 03, 2009, SeekingAlpha.com. In this article, we will discuss value and momentum strategy styles in some detail. Read more ...

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On July 28, 2009, SeekingAlpha.com. The 2008 markets taught us a valuable lesson that just merely holding once considered 'diversified' assets in a portfolio is not sufficient or, at best is very difficult, to reduce the systemic risk: during the 2008 market stress, almost all of assets (other than the US Treasuries and cash) were suddenly correlated and declined simultaneously. Read more ...

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