In the tables below we present the allocation of model portfolios as voted by our Investment Committee in September 2024.
Tactical (1 month horizon)
Asset Class | Low | Medium | High |
Cash | 40.8 | 25.0 | 6.7 |
Fixed Income | 45.9 | 38.3 | 38.3 |
Sovereign | 27.4 | 20.0 | 18.3 |
Investment Grade | 14.1 | 13.3 | 11.7 |
High Yield | 4.3 | 5.0 | 8.3 |
Equities | 10.0 | 18.3 | 23.3 |
Developed | 8.3 | 15.0 | 20.0 |
Emerging | 1.7 | 3.3 | 3.3 |
Commodities | 0.0 | 5.0 | 10.0 |
Alternatives | 3.3 | 13.3 | 21.7 |
Total | 100 | 100 | 100 |
Core (6 month horizon)
Asset Class | Low | Medium | High |
|---|---|---|---|
Cash | 39.1 | 21.7 | 6.7 |
Fixed-Income | 45.9 | 36.7 | 33.3 |
Sovereign | 27.4 | 20.0 | 16.7 |
Investment Grade | 14.1 | 11.7 | 10.0 |
High Yield | 4.3 | 5.0 | 6.7 |
Equities | 11.7 | 23.3 | 28.3 |
Developed | 10.0 | 18.3 | 23.3 |
Emerging | 1.7 | 5.0 | 5.0 |
Commodities | 0.0 | 5.0 | 10.0 |
Alternatives | 3.3 | 13.3 | 21.7 |
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: