Tactical Asset Allocation Portfolios

General Tactical Asset Allocation Portfolio

FundApril allocation (%)TR since last review 6.04.2017 to 16.11.2017(%)New allocation 16.11.2017 (%)
iShares FTSE 100 (ISF)7.54.07.5
Vanguard FTSE 250 (VMID)7.55.17.5
db x-trackers Eurostoxx (XESC)109.37.5
Vanguard S&P 500 (VUSA)7.54.67.5
Vanguard FTSE Japan (VJPN)7.510.75
iShares Emerging Markets (EMIM)7.511.27.5
SPDR Barclays 1-5 yr Gilts (GLTS)7.5-0.75
iShares Global Govt Bonds (IGLO) 53.6Sold
iShares £ Corporate Bond 0-5 yrs (IS15)7.50.75
iShares Global High Yield (GHYS) 7.52.2Sold
HSBC FTSE EPRA Nareit (HPRO)10-0.110
Source Physical Gold (SGLD) 52.45
M&G Listed Infrastructure   10
MI Twenty Four Monument Bond  10
Cash 10 12.5
    
  Total returns since last review4.06
    
  Portfolio returns since 16.12.2016 9.79
  Volatility since 16.12.20164.81
  Sharpe Ratio1.74

 

Multi-factor Asset Allocation Portfolio

FundApril allocation (%)TR since last review 6.04.2017 to 16.11.2017 (%)New allocation 16.11.2017 (%)
iShares World Quality Factor (IWQU)1011.210
iShares World Min Vol (MVOL)108.410
iShares World Value (IWVL)12.512.810
SPDR UK Dividend Aristocrats (UKDV)7.5-3.37.5
db x-trackers Eurostoxx (XESC)7.59.35
Vanguard FTSE Japan (VJPN)510.75
iShares Emerging Markets Min Vol (EMV)7.55.75
iShares £ Index Linked Gilts (INXG)5-4.3Sold
iShares Global Govt Bonds (IGLO) 103.6Sold
iShares £ Corporate Bond 0-5 yrs (IS15)7.50.75
HSBC FTSE EPRA NAREIT (HPRO)5-0.15
Source Physical Gold (SGLD) 7.52.45
M&G Listed Infrastructure  New holding10
MI Twenty Four Monument Bond New holding10
Cash 5 12.5
  Total returns since last review5.31
  Portfolio returns since 16.12.2016 12.22
  Volatility since 16.12.20163.93
  Sharpe Ratio2.74

 

Source: Investors Chronicle and Bloomberg

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