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Dynamic Glidepath Outperforms Target Date Funds
Periodically adjusting asset allocations based on expected returns of different asset classes can generate better returns than traditional target date funds, according to back testing completed by Grantham, May, van Otterloo. So reports MarketWatch.
The study exposes the problem of sequence of returns, which states that the variations in returns each year can result in big differences in performance for different time periods.
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