Historical Performance Metrics for Six Asset Allocation Models

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Historical Performance Metrics for Six Asset Allocation Models
Craig Israelson, Ph.D., Utah Valley University

This article provides performance and volatility measurements for six different asset allocation models over the past 50 years from 1973-2022. These index-based asset allocation models represent portfolios that an actual investor might employ at various points in his or her investing “lifecycle.” Performance analysis during both the accumulation period and the decumulation years is presented.

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The Journal of Performance Measurement

The Performance Measurement Resource.

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