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Model Portfolios (weights) – September 2023

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


Tactical (1 month horizon)

Asset Class

Low

Medium

High

Cash

40.0

28.3

16.7

Fixed Income

46.7

40.0

33.3

Sovereign

25.0

18.3

6.7

Investment Grade

21.7

20.0

21.7

High Yield

0.0

1.7

5.0

Equities

10.0

15.0

21.7

Developed

6.7

10.0

15.0

Emerging

3.3

5.0

6.7

Commodities

0.0

5.0

8.3

Alternatives

3.3

11.7

20.0

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

=

-

-

North America

=

-

-

Europe

=

=

-

Commodities

=

=

-

Alternative Investments

=

=

-

You can read more about the Investment Committee below:



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