Looking for country or region allocation % numbers

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Ketawa
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Joined: Mon Aug 22, 2011 1:11 am
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Looking for country or region allocation % numbers

Post by Ketawa » Thu Jan 10, 2019 3:32 pm

I have been using market cap percentages for my region allocation splits since September 2012. Rather than pick a fixed number and risk having to make a decision on when to change if things start to drift, I update my target % every month.

My current process is to use the monthly report released early every month here: https://www.spindices.com/indices/equit ... -us-dollar. The S&P Global Broad Market Index (BMI) covers all countries and market caps. I copy/paste the data into a spreadsheet I have formatted to calculate the splits for my domestic/intl/emerging region allocations and tell me how far I am off target. The monthly update takes about 2 minutes.

This was a little more important in the past since sometimes I had a mix of funds following FTSE definitions (Vanguard) or MSCI definition (AQR, TSP). My funds also mostly leave out Canada since the TSP I Fund is an EAFE fund and is my primary developed market holding. I leave Canada out of my calculations so I avoid overweighting developed markets by about 2%. Not a big deal, but I like the consistency. That will be simplified in 2019 assuming the I Fund transitions to its new index.

I can always stand to improve the inputs. If I could find something updated daily, that would be wonderful and make rebalancing late in the month more accurate. Otherwise, switching to MSCI numbers would be slightly better and simpler than my current S&P numbers since I mainly have MSCI funds.

Does anyone know of an alternative source for similar numbers?

Best: MSCI country/region percentages updated daily.
2nd best: any index provider country percentages updated daily.
3rd best: MSCI country/region percentages updated monthly.
4th best: I already have S&P country percentages updated monthly.

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