Update for December 2016

Allocations for December 2016 have been updated.

Portfolio performances for November 2016:

  • Permanent Portfolio: -3.40%
  • Momentum Portfolio: -4,20%
  • Alternative Portfolio (Singularis CTA Program): +5.52%

The NLX Portfolio for the month: -1.04%

As October 2016, November saw also broad losses across the long-only allocations PP and MP. Major asset classes were heavily down for the month, notably gold (GLD, -8.36%) and long-term US Treasuries (TLT, -8.21%).

One more time, the Alternative Portfolio shows a strong performance (SINGULARIS, +5.52%), able to sustain losses of the two long-only portfolios.

Finally, the NLX Portfolio has remained relatively stable over these last 3 months, with a performance year-to-date around 14-15%.

Recommended reading for the month

Welcome in 1984 UK surveillance police state – November 2016
Blogger Chris Yuo
Britain passes the “Snooper Charter”, ZeroHedge

Gestaltu – November 2016
Risk Parity and The Four Faces of Risk

AlocateSmartly – November 3, 2016
Antonacci’s Composite Dual Momentum

One thought on “Update for December 2016

  1. Bonjour Nicolas

    Et vous remercie de m’envoyer le lien vers l’historique de SINGULARIS.

    Excellent dimanche.

    Jean Pierre

    Like

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