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Model Portfolios

 
The two most commonly used terms when referring to asset allocation are strategic and tactical asset allocation.

>> Strategic (or neutral) asset allocation refers to the neutral asset allocation that aims to achieve the investor’s long-term investment objectives. It is based on the longer-term risk and return outlook for the asset classes.

>> Tactical (or dynamic) asset allocation aims to take advantage of perceived inefficiencies in asset pricing in the short-term. The deviation from the Strategic asset allocation is done with the aim to enhance returns in the shorter term. The decision rule that defines how the Tactical asset allocation is implemented could be different for each investor.

Every investor or portfolio has a Strategic asset allocation that is used to model the returns that the investor is likely to achieve in the long-term.

Based on data since 1997 and Risk Tolerance level, we have created five model asset allocations using reverse optimization process.

1 : Conservative Asset Allocation [ Equity: 0.5%, Debt: 24.40%, Cash: 75.10% ]

2 : Moderately Conservative Asset Allocation [ Equity: 8.40%, Debt: 46.70%, Cash: 44.80% ]

3 : Moderate Asset Allocation [ Equity: 24.00%, Debt: 76.00%, Cash: 0.00% ]

4 : Moderately Aggressive Asset Allocation [ Equity: 46.60%, Debt: 53.40%, Cash:0.00% ]

5 : Aggressive Asset Allocation [ Equity: 61.60%, Debt: 38.40%, Cash:0.00% ]
 
 
     
Conservative Asset Allocation Moderately Conservative Asset Allocation Moderate Asset Allocation
Average Return : 6.833% Average Return : 7.871% Average Return : 9.750%
Standard Deviation : 2.272% Standard Deviation : 3.218% Standard Deviation : 6.818%
 
 
Moderately Aggressive Asset Allocation Aggressive Asset Allocation  
Average Return : 11.726% Average Return : 13.042%  
Standard Deviation : 11.634% Standard Deviation : 15.084%  
 
 
The long term performance of these asset allocations can be formalized into a strategic policy benchmark.
 
 
 
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