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Does "Diversification" Protect Your Portfolio?
Take a look at the high-correlation between domestic and international stock markets.

By Bob Stokes
Thu, 22 Dec 2011 17:15:00 ET
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The advice telling investors to "diversify" stock portfolios is as common as parents telling their youngsters to not touch a hot stove.
 
But in truth, you can get "burned" even if you own a broad array of investments across many sectors. Many stock mutual funds own hundreds of names, yet...
 
"...the average diversified U.S. stock mutual fund has fallen 5.9% this year...Lipper, which tracks mutual fund performance, says that a whopping 92% of the 8,036 funds they report on show a loss for the year."
Short Term Update, December 19
 
If you think your portfolio is made safer by owning international stocks, think again. USAToday (12/19) says "The average large-company international fund has plunged 15.5%."
 
Look at the high-correlation between domestic and international stocks in the chart below:
 
 
 
So the person who was "diversified" across all the markets shown above would in practical terms own the "same market." To "spread your risk" would not have helped your stock portfolio.
 
Yet, the investment strategy of portfolio diversification remains virtually unquestioned.
 
How did "diversification" become standard advice in the first place?
 
"Diversification is gospel today because investment assets of so many kinds have gone up for so long, but the future is another matter."
Conquer the Crash, 2nd edition, (p. 161)
 
So what do we see in the future for stocks? 

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Tags: all the same market theory, diversification, Dow Industrials, risk management, Short Term Update
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