November 2023 Update
November 3, 2023 — October 2023 was a weak month for financial markets, with bonds, stocks, and commodities all down. Though interest rates continued to increase in October, bonds (U.S. and international government bonds and U.S. corporates) were the best performing asset class. U.S. broad market indexes, like the S&P 500 and Nasdaq, were down […]
QuantStreet Performance November 2023
Strategy Summary QuantStreet Strategy Start Date Risk Level Fee (bps) Core 12/1/2021 85/15 70 Aggressive 11/17/2022 95/5 70 Balanced 8/16/2023 60/40 70 All performance is shown after the above fees have been deducted. Fees are shown in basis points. Each strategy targets a risk level corresponding to the stock/bond mix shown in the Risk Level […]
QuantStreet Performance October 2023
Strategy Summary QuantStreet Strategy Start Date Risk Level Fee (bps) Core 12/1/2021 85/15 70 Aggressive 11/17/2022 95/5 70 Balanced 8/16/2023 60/40 70 All performance is shown after the above fees have been deducted. Fees are shown in basis points. Each strategy targets a risk level corresponding to the stock/bond mix shown in the Risk Level […]
October 2023 Update
October 3, 2023 — In an apt metaphor for the month, JFK Airport in New York saw 8 inches of rain last Friday, a record rainfall dating back to 1948, when tracking of such matters started. Indeed, in September, markets were bombarded by a deluge of bad news: inflation fears (despite lower inflation numbers), hawkish […]
September 2023 Update
September 4, 2023 — As the summer winds down and kids get ready to go back to school (and as the U.S. men and women are having great collective runs at the U.S. Open), we at QuantStreet are busy at work refining our analytics and positioning our clients’ portfolios for the month ahead. August was […]
Tax-Loss Harvesting: A Primer
July 31, 2023 — This is our white paper on tax-loss harvesting: download paper. (Photo by L.D.I.A on Unsplash)
July 2023 Update
July 6, 2023 — June was a strong month for QuantStreet, continuing our outperformance relative to a number of asset allocation benchmarks since launch.[1] In June, we were overweight US and technology stocks, with an allocation to international, non-US-dollar high quality bonds. We largely maintain this allocation for July, as we discuss further below. New […]
June 2023 Portfolio Update
June 3, 2023 — May was a good month for QuantStreet, continuing our outperformance relative to a number of asset allocation benchmarks since launch.1 We wrote in our last investor letter that because of “revolutionary changes that AI will bring to the economy . . . tech stocks — not credit sensitive, no real estate exposure, […]