Investment research for long-term investors
Institutional pension funds, insurance companies, individual retirement plans, financial advisers
In the long run, in long-only balanced portfolios, asset allocation between equities and bonds represents a major performance engine.
Let's deal with regional Dynamic Asset Allocation that aims to provide superior risk-adjusted returns over the long term.


Just 28 Target Asset Allocation ETFs
out of the 2,600 ETFs existing worldwide in 2011

17 Target Risk ETFs
NameAsset allocation*Listed in
iShares S&P Conservative Allocation Fund25% EquitiesUnited States
iShares S&P Moderate Allocation Fund35% EquitiesUnited States
iShares S&P Growth Allocation Fund55% EquitiesUnited States
iShares S&P Agressive Allocation Fund90% EquitiesUnited States
iShares S&P Target Date Retirement Income Fund30% EquitiesUnited States
PowerShares RiverFront Tactical Balanced Growth80% EquitiesUnited States
PowerShares RiverFront Tactical Growth & Income50% EquitiesUnited States
TDX Independence In-Target ETF10% EquitiesUnited States
Claymore Balanced Income CorePortfolio ETF50% EquitiesCanada
Claymore Balanced Growth CorePortfolio ETF80% EquitiesCanada
iShares Conservative Core Portfolio Builder Fund**20% EquitiesCanada
iShares Growth Core Portfolio Builder Fund**40% EquitiesCanada
iShares Global Completion Portfolio Builder Fund**40% EquitiesCanada
db x-trackers Portfolio TR Index ETF50% EquitiesEurope
Think Total Market Tracker Defensief20% EquitiesEurope
Think Total Market Tracker Neutraal45% EquitiesEurope
Think Total Market Tracker Offensief 70% EquitiesEurope


Characteristics of a Target Risk strategy held over the long run:
the risk/return trade-off is almost symmetrical.

Information about S&P Target Risk Index Series
Web page
Factsheet


* Equity exposure close to
** Few available information about the investment strategy
11 Target Date ETFs
NameAsset allocationListed in
iShares S&P Target Date 2015 Index FundGlide pathUnited States
iShares S&P Target Date 2020 Index FundGlide pathUnited States
iShares S&P Target Date 2025 Index FundGlide pathUnited States
iShares S&P Target Date 2030 Index FundGlide pathUnited States
iShares S&P Target Date 2035 Index FundGlide pathUnited States
iShares S&P Target Date 2040 Index FundGlide pathUnited States
iShares S&P Target Date 2045 Index FundGlide pathUnited States
iShares S&P Target Date 2050 Index FundGlide pathUnited States
TDX Independence 2020 ETFGlide pathUnited States
TDX Independence 2030 ETFGlide pathUnited States
TDX Independence 2040 ETFGlide pathUnited States


Example of asset allocation glide path

Information about S&P Target Date Index Series
Web page
Factsheet


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