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Model Portfolios (weights) – February 2024

In the tables below we present the allocation of model portfolios as voted by our Investment Committee in February 2024.


Tactical (1 month horizon)

Asset Class

Low

Medium

High

Cash

31.0

20.0

6.7

Fixed Income

57.3

50.0

45.0

Sovereign

34.3

18.3

13.3

Investment Grade

21.0

23.3

21.7

High Yield

2.0

8.3

10.0

Equities

6.7

16.7

25.0

Developed

5.0

11.7

18.3

Emerging

1.7

5.0

6.7

Commodities

0.0

3.3

5.0

Alternatives

5.0

10.0

18.3

Total

100

100

100


Core (6 month horizon)

Asset Class

Low

Medium

High

Cash

31.0

20.0

6.7

Fixed-Income

52.3

45.0

40.0

Sovereign

31.0

15.0

10.0

Investment Grade

19.3

21.7

20.0

High Yield

2.0

8.3

10.0

Equities

11.7

21.7

30.0

Developed

10.0

16.7

23.3

Emerging

1.7

5.0

6.7

Commodities

0.0

3.3

5.0

Alternatives

5.0

10.0

18.3

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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