U.S. low volatility equity takes first place

Genevieve Signoret

Our Performance

In the past three months, the asset classes in our model portfolios[1] that delivered the highest U.S. dollar returns were U.S. low volatility equity (7.2%), U.S. financial services equity (6.3%), and U.S. large cap equity (4.8%).

Producing the lowest returns (in dollar terms) were broad commodities (–13.8%), U.S. energy equity (–10.7%), and developed market short-term sovereign bonds (–7.3%).

Over the past 12 months, all our model portfolios have outperformed their benchmarks:

• LCN-ST +2.6% (benchmark: +1.7%)
• LCN-MT +8.5% (benchmark: +5.9%)
• LCN-LT +8.4% (benchmark: +6.6%)

[1] Read descriptions of these portfolios here. Clients receive details on their composition in addition to individualized strategies and portfolio management services. To request more information, please write to patrimonial@transeconomics.com.