Portfolio Management · 2026
A globally diversified, multi-asset portfolio designed to balance risk and return across equities, fixed income, and alternative asset classes, optimised via efficient frontier analysis, validated through backtesting from 2012 to 2025, and stress-tested with Monte Carlo simulation.
Download full report PDFStrategy
Balanced
Asset Classes
Multi-Asset
Scope
Global
The portfolio is constructed around a strategic asset allocation that diversifies exposure across global equity markets, sovereign and corporate fixed income, and real assets. The allocation targets a risk-return profile suited to a medium-term investment horizon, with periodic rebalancing to maintain target weights and capture mean-reversion dynamics across asset classes.
Strategic Asset Allocation
Long-run target weights are set based on capital market assumptions, risk budgeting, and correlation analysis. The allocation balances growth assets against defensive positions to smooth returns across market cycles.
Risk Management
Portfolio risk is assessed through volatility, Value at Risk, and drawdown metrics. Diversification across geographies and asset classes is used as the primary tool to manage concentration and tail risk.