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Dynamic Rebalancing Signals

Rebalance signals tracked since January 2009

  • Takes advantage of “reversion to the mean” tendency
  • Initiates action only on “outlier signals”
  • Investment Policy provides allowable bands around target allocation
    • (typically +/- 10%)
DateActionsAsset Class
May 2009Buy to OverweightAll Stocks
Nov 2009Sell to TargetAll Stocks
Feb 2010Sell to TargetStocks + Bonds
May 2010Sell to UnderweightAll Stocks
Nov 2010Buy to TargetBonds
April 2011Sell to UnderweightAll Stocks
Nov 2011Buy to TargetStocks + Bonds
May 2012Sell to TargetUS Stocks
Nov 2013Sell to TargetSmall Cap
Mar 2018Sell to TargetSmall Cap + Emerging Equity
Feb 2019Buy to TargetSmall Cap