• OpenMetrics

Good Investments are Stable

Updated: Nov 14, 2019


Analysis of Dynamical Asset Allocation Strategies


In this article we present a new rating approach. We measure and valuate the stability of

performance and risk and the stability of the management strategy inherited from funds and indices. Our rating scorecard relies on measures derived from a retroactive analysis of turning points, of structural breaks, and of non-stationarities. Results are demonstrated by comparing dynamically allocated funds with a fixed balanced fund strategy.


Our approach is in many aspects complementary to fund ratings provided by Morningstar, Lipper, and Feri.