In the last three posts on Model Portfolios, we have looked at Global Bonds, Global Equity Factors and Global Equity Themes.
In each case we have made the case for applying the principles of Market Thinking in terms of our Confidence Scores combined with disciplined and dynamic allocation (between bonds, Factors and Themes respectively) to achieve a better risk return profile than the benchmark indices.
In particular the ability to allocate higher amounts to cash (in reality ultra short dated bonds) has enabled us to manage the downside risk and considerably reduce volatility.
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