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Model Portfolios (weights) – May 2023

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


Tactical (1 month horizon)

Asset Class

Low

Medium

High

Cash

35.0

17.7

8.3

Fixed Income

46.7

31.7

35.0

Sovereign

28.3

15.0

13.3

Investment Grade

14.0

11.7

15.0

High Yield

4.3

5.0

6.7

Equities

10.0

23.3

28.3

Developed

8.3

16.7

15.0

Emerging

1.7

6.7

13.3

Commodities

1.7

6.7

6.7

Alternatives

6.7

20.7

21.7

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:



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