Rob Arnott Portfolio
Rob Arnott
In brief
A diversified smart-beta model that weights markets by economic fundamentals rather than price.
Profile sources: Research Affiliates
- Published
- Last reviewed
At a glance
5 asset sleeves
Rebalance annually.
Growth assets
0%
Bonds & reserves
20%
Other diversifiers
80%
Target allocation
What the portfolio holds
Fundamental U.S. large companies
PRFPRF
35%
Fundamental U.S. small companies
PRFZPRFZ
15%
Fundamental developed markets
PXFPXF
20%
Fundamental emerging markets
PXHPXH
10%
U.S. bonds
BNDBND
20%
Tickers are liquid U.S.-listed examples, not recommendations or exact historical fund selections.
Allocation sources: Research Affiliates
Decision context
Potential advantages and trade-offs
These observations follow from the displayed allocation and implementation. They are not a recommendation or a prediction of future performance.
Potential advantages
- Spreads its target allocation across 5 distinct sleeves rather than relying on a single holding.
- Combines growth assets with bonds or reserves instead of depending on one broad asset class.
- Includes non-U.S. exposure, reducing exclusive dependence on one national market.
- Makes its factor tilts explicit rather than hiding them inside a broad-market allocation.
Important trade-offs
- Factor tilts can lag broad markets for long periods and require tolerance for persistent tracking error.
- Representative ETF results can differ from the originator's indexes, funds, taxes, fees, and execution.
Portfolio Visualizer
Compare historical performance
Backtest this allocation beside two familiar U.S. equity benchmarks. The comparison starts with $10,000, reinvests dividends, and rebalances annually.
Growth of $10,000
Monthly total returns · maximum available history
Portfolio 1
Rob Arnott Portfolio
Target allocation from this profile
Portfolio 2
S&P 500
SPY benchmark
Portfolio 3
Nasdaq-100
QQQ benchmark
Portfolio Visualizer opens in a new tab because its site does not support embedded frames. Results begin at the latest common inception date for the selected funds.
Implementation note
Representative model inspired by Research Affiliates Fundamental Index methodology, not a personalized Arnott recommendation.
Sources and context
Target allocations are educational examples, not personalized advice. Fund availability, taxes, trading costs, account type, time horizon, and capacity for loss can all change the appropriate implementation. Historical diversification does not guarantee future results.
Sources document the strategy, underlying methodology, or the representative funds used here. ETF tickers are illustrative U.S.-listed implementations and may differ from an originator’s original funds or current model.