Page 34 - Investment Outlook

PORTFOLIO PERFORMANCE
Asset Allocation June 2020 - Edition 33
Portfolio
Cautious
Conservative Alpha
Balanced Beta
Balanced Alpha
Speculative Beta
Speculative Alpha
Risk Money Fixed Property UK US Europe Asian Japan Global Other Markets Interest Equity Equity Equity Equity Equity Equity Assets
3 19% 52% 0% 8% 9% 1% 8% 1% 2% 0% 4 16% 42% 0% 8% 14%2% 11%2% 3% 2% 5 10% 39% 0% 10%21%2% 13%2% 3% 0% 6 8% 35% 0% 9% 21% 3% 15% 2% 5% 2% 7 8% 27% 0% 12%28%3% 17%2% 3% 0% 8 7% 22% 0% 13%25%4% 18%2% 9% 0%
Perspective Range of Return & Volatility Investment Ratios
Portfolio
Cautious
Conservative Alpha
Balanced Beta
Balanced Alpha
Speculative Beta
Speculative Alpha
Risk Return High Low Portfolio
3 3.58% 17.58% -10.42% Cautious
4 4.21% 21.62% -13.20% Conservative Alpha 5 4.71% 25.53% -16.12% Balanced Beta
6 5.35% 29.58% -18.89% Balanced Alpha
7 5.90% 33.55% -21.75% Speculative Beta
8 5.90% 33.55% -21.75% Speculative Alpha
Risk Beta Alpha Sharpe Info Ratio Ratio
3 0.99 2.00 0.00 1.22 4 0.80 3.89 0.13 1.29 5 0.97 1.90 0.00 1.10 6 0.80 2.81 0.09 0.74 7 0.91 1.08 0.00 0.44 8 0.91 3.00 0.11 0.98
ESTATE CAPITAL INVESTMENT OUTLOOK 33
EDITION 33 Summer & Autumn 2020