7Twelve(R) Portfolio

 

 

 

This fully interactive window with immediate feedback implements the 7Twelve® Portfolio Model designed by Craig L. Israelsen, Ph.D.. The introduction is available in this document.

 

 

Recommended use

1.Select the amount to be invested and the time period from-to

2.Select the appropriate allocation model, as soon as you modify the default model's weights, the model becomes a Custom Model

3.Study the results using the tabs at the bottom

 

Results Tabs - Overall Asset Class Performance

 

This tab shows the breakdown of the total compounded performance by asset classes. However over the chart to see the hint.

 

Results Tabs - Cumulative Performance Chart

 

This tab shows the breakdown of the total compounded performance by asset classes across time. However over the chart to see the hint.

 

The chart stacks positive and negative values separately, that is the overall performance is the sum of the positive bar minus the sum of the negative bar.

 

Results Tabs - Cumulative Performance Table

 

This tab shows the source table for the chart above of the total compounded performance by asset classes across time. Click on the table header to sort / filter.

 

Results Tabs - Component Performance Chart

 

This tab shows the individual component performance of each asset class over time. However over the chart to see the hint. Zoom is available via mouse selecting of the target window or by mouse zoom-in / zoom-out.

 

Results Tabs - Component Performance Table

 

This tab shows the source table for the chart above of the individual component performance of each asset class over time. Click on the table header to sort / filter.

 

Results Tabs - Key Statistics

Coming soon.

 

Results Tabs - Correlation Matrix

Coming soon.

 

Implementation notes

1.The weights are defined with 2 decimal places

2.Cash is calculated so that all weights sum up to 100.00%

3.The asset classes are represented by the following ETFs (to see them in the window, just hover over the asset class):

Asset Class

Index

ETF

Large US Stock

S&P Index

IVV

MidCap US Stock

S&P MidCap 400 Index

MDY

Small Cap US Stock

Russell 2000 Value Index

IWN

Developed Non-US Stock

MSCI EAFE Index

EFA

Emerging Non-US Stock

MSCI Emerging Markets Index

EEM

Real Estate

DJ US Select REIT Index

SCHH

Natural Resources

GS Natural Resources Index

IGE

Commodities

DB Liquid Commodity Index

DBC

US Bonds

Barclays Capital Aggregate Bond Index

AGG

Inflation Protected Bonds

Barclays Capital US Treasury Inflation Note Index

TIP

Non-US Bonds

Citibank WGBI Non US Dollar Index

IGOV

Cash

3 Month US T Bill

BIL

 

 

 

Copyright © 2013-2017 Jiri Pik

Document Version: Sunday, May 7, 2017