Daily Archives: September 2, 2008

NOISY BEHAVIOR

August was another tough month for diversified portfolios. For the third month running, the Capital Spectator Global Market Portfolio Index lost ground in August, declining 3.3%.
For the major asset classes generally, last month was a mixed bag, as our table below shows. REITs were the leader, posting a 2.4% advance. U.S. stocks weren’t far behind, earning 1.7% for the month. The big loser in August: commodities, shedding 7.4%, a steep loss, which is all the more painful after July’s 12% decline. Foreign equities and bonds were also hard hit last month. Overall, August wasn’t pretty for broadly defined market-valuation-based portfolios.
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Strategic-minded investors might wonder if owning a portfolio that’s diversified across the world’s major asset classes, and weighting the components by their respective market-valued share, remains an intelligent decision. Year-to-date, our Global Market Portfolio Index (GMPI) has shed 8.6%. That’s slightly better than U.S. stock performance, which posts a 10.1% loss through the end of August. Nonetheless, one might expect a broadly diversified multi-asset class portfolio to fare better. What’s going on?

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