50-Year Statistical History On A Seven-Asset Diversified Portfolio, Craig Israelsen’s Portfolio Management CE Course

Fifty years of statistical history on a diversified portfolio comprised of seven asset classes are analyzed in this annually updated class about how key components of a core portfolio behave. 

Risk, return, and correlations for large-cap, small-cap, and foreign stocks, as well as real estate, commodities, bonds and T-Bills are examined. So, too, are portfolios comprised of various blends of the seven assets, highlighting the individual characteristics at poignant moments in financial history, as well as:

• Standard deviations of the asset classes
• High-, moderate-, and low-risk portfolios over the past 50 years quantified
• Rolling correlations of asset classes
• Behavior of portfolios in accumulation versus decumulation modes
• Illustrating retirement portfolio results more realistically by reflecting cash flows
• What to do about bonds

Learning objectives:
• the importance of including diverse asset classes in portfolio construction
• how to manage a broad group of asset classes
• low-expense portfolios using multiple ETFs or funds
• how to illustrate key portfolio management concepts to clients
• return and risk statistics of a core portfolio invested for the long run

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This webinar is eligible for one hour of CE credit towards the CIMA® and CPWA® certifications, CFP® CE and PACE credit toward the CLU® and ChFC® designations, and live CPA CPE credit.