top of page

Model Portfolios (weights) - September 2022

In the tables below we present the allocation of model portfolios as voted by our investment committee in September 2022.


Tactical (1 month horizon)

Asset Class

Low

Medium

High

Cash

41.7

18.3

8.3

Fixed-Income

36.7

35.0

25.0

Sovereign

28.3

21.7

10.0

Investment Grade

6.7

11.7

13.3

High Yield

1.7

1.7

1.7

Equities

11.7

25.0

31.7

North America

11.7

18.3

21.7

Europe

0.0

6.7

8.3

Other

0.0

0.0

1.7

Commodities

5.0

6.7

8.3

Alternatives

5.0

15.0

26.7

Total

100

100

100


Core (6 month horizon)

Asset Class

Low

Medium

High

Cash

53.3

28.3

11.7

Fixed-Income

26.7

25.0

20.0

Sovereign

20.0

16.7

11.7

Investment Grade

5.0

8.3

8.3

High Yield

1.7

0.0

0.0

Equities

10.0

28.3

40.0

North America

10.0

21.7

26.7

Europe

0.0

6.7

11.7

Other

0.0

0.0

1.7

Commodities

5.0

8.3

11.7

Alternatives

5.0

10.0

16.7

Total

100

100

100


bottom of page