Blog

Brad Rempe, CFP®, AIF®

In our work as investment managers for our clients (and ourselves), our objective is to construct portfolios built on academic research in an effort to provide a high probability of investment success.  The result of this evidence-based approach is a tilt toward small and value stocks in the equity portion of our portfolios.  These asset classes have demonstrated strong return premiums over long periods of time and in countries around the world.  On top of that, the economic rationale behind the return premiums is widely accepted and common-sensible.  Research continues to reinforce our belief in and bias toward these tilts in our portfolios.  Having said that, the return patterns of these premiums is anything but consistent.  The following article, written by Weston Wellington of Dimensional Fund Advisors, discusses this inconsistency and the importance of staying disciplined.

View Fullscreen

 


PLEASE NOTE LIMITATIONS: Please see Important Disclosure Information and the limitations of any ranking/recognitions, at www.fostergrp.com/info-disclosure/. A copy of our current written disclosure statement as set forth on Part 2A of Form ADV is available at www.adviserinfo.sec.gov.