Model Portfolios (weights) – June 2023
- atontorovits
- Jun 13, 2023
- 1 min read
Updated: Oct 2, 2024
In the tables below we present the allocation of model portfolios as voted by our Investment Committee in June 2023.
Tactical (1 month horizon)
Asset Class | Low | Medium | High |
Cash | 28.3 | 14.3 | 5.0 |
Fixed Income | 55.0 | 45.0 | 38.3 |
Sovereign | 36.7 | 23.3 | 13.3 |
Investment Grade | 16.7 | 16.7 | 16.7 |
High Yield | 1.7 | 5.0 | 8.3 |
Equities | 11.7 | 20.0 | 28.3 |
Developed | 10.0 | 13.3 | 13.3 |
Emerging | 1.7 | 6.7 | 15.0 |
Commodities | 1.7 | 5.0 | 8.3 |
Alternatives | 3.3 | 15.7 | 20.0 |
Total | 100 | 100 | 100 |
Core (6 month horizon)
Asset Class | Low | Medium | High |
Cash | 40.0 | 21.0 | 8.3 |
Fixed-Income | 43.3 | 33.3 | 30.0 |
Sovereign | 30.0 | 18.3 | 13.3 |
Investment Grade | 11.7 | 10.0 | 11.7 |
High Yield | 1.7 | 5.0 | 5.0 |
Equities | 11.7 | 25.0 | 33.3 |
Developed | 10.0 | 20.0 | 21.7 |
Emerging | 1.7 | 5.0 | 11.7 |
Commodities | 1.7 | 5.0 | 8.3 |
Alternatives | 3.3 | 15.7 | 20.0 |
Total | 100 | 100 | 100 |
Investment Grid
Asset Class | Low | Medium | High |
Cash | - | - | - |
Fixed-Income | + | + | + |
Sovereign | + | + | = |
Investment Grade | + | + | + |
High Yield | = | = | + |
Equities | = | - | - |
North America | = | - | - |
Europe | = | + | + |
Commodities | = | = | = |
Alternative Investments | = | = | = |
You can read more about the Investment Committee below:
