PortfolioMetrix Market Update: Asset Allocation – Eyes Forward

News-wise it was an eventful month with the UK formally triggering Article 50 to begin the process of leaving the EU, the withdrawal of Trump’s healthcare bill, the US Fed raising rates by 0.25% and the Netherland’s avoiding the election of far-right candidate Geert Wilders.

PortfolioMetrix have just completed a formal asset allocation review for all portfolios, the results of which have just been implemented in their latest rebalance. How they decide on this asset allocation is reasonably technical, which they have already covered (the perhaps infamous ‘Black Litterman’ discussion), but they did want to highlight one key element of the process: PortfolioMetrix asset allocations are forward-looking, not backward-looking. Learn more

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