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Model Portfolios (weights) – December 2023

In the tables below we present the allocation of model portfolios as voted by our Investment Committee in December 2023.


Tactical (1 month horizon)

Asset Class

Low

Medium

High

Cash

23.3

10.0

6.7

Fixed Income

61.7

48.3

33.3

Sovereign

33.3

21.7

8.3

Investment Grade

28.3

25.0

18.3

High Yield

0.0

1.7

6.7

Equities

11.7

23.3

28.3

Developed

8.3

18.3

21.7

Emerging

3.3

5.0

6.7

Commodities

0.0

5.0

6.7

Alternatives

3.3

13.3

25.0

Total

100

100

100


Core (6 month horizon)

Asset Class

Low

Medium

High

Cash

41.7

23.3

10.0

Fixed-Income

45.0

41.7

28.3

Sovereign

26.7

20.0

6.7

Investment Grade

18.3

20.0

16.7

High Yield

0.0

1.7

5.0

Equities

10.0

18.3

26.7

Developed

6.7

13.3

18.3

Emerging

3.3

5.0

8.3

Commodities

0.0

5.0

10.0

Alternatives

3.3

11.7

25.0

Total

100

100

100


Investment Grid

Asset Class

Low

Medium

High

Cash

-

-

-

Fixed-Income

+

+

+

Sovereign

+

+

+

Investment Grade

+

+

+

High Yield

=

=

+

Equities

+

+

+

Developed

+

+

+

Emerging

=

=

-

Commodities

=

=

-

Alternative Investments

=

+

=


You can read more about the Investment Committee below:



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