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Investment policy statement

A written document setting out objectives, time horizon, target allocation, permitted ranges, rebalancing rules and what is explicitly not allowed.

An IPS turns intentions into a contract with yourself or with a client. Typical contents: return objective, risk tolerance expressed as a tolerable max-drawdown, the strategic weights, permitted ranges, the rebalancing trigger, liquidity needs, and a prohibited list such as unhedged single-name leverage.

Its value shows up in bad months. A statement that says equities may range from 50% to 70% and will be rebalanced at the bounds converts a frightening decision into a mechanical one. Without it, the decision is made under stress with no reference point.

For anyone managing outside capital, the IPS is also the document a regulator or investor will ask for. Date it, record every amendment, and never amend it during a drawdown for the sole purpose of avoiding a rebalance. See performance-reporting.

Related: strategic-asset-allocation, rebalancing-bands, trading-plan, max-drawdown

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

An equity curve and its drawdownAn account balance rising over a year, falling from a peak to a trough, then climbing back to the old peak.ACCOUNT EQUITY$20k$12k$8k024681012TIME (MONTHS)PEAK $16,000TROUGH $12,000DRAWDOWN−25%RECOVERY
Equity curve and drawdown. An account balance plotted month by month. The fall from the $16,000 peak to the $12,000 trough is a 25% drawdown, and the shaded area lasts until the balance climbs back to the old peak.

Educational only, not advice. Spotted an error? Post in Site Feedback.