July 9, 2019
July 2019 - Everything moves in cycles
As the correction in equity markets unfolded in May, our algorithms declined significantly, and we highlighted the first actual and potential allocation changes in our strategies in the June edition of this publication. As it turned out, the algorithm driving the risk levels in our traditional portfolios never reached the levels that trigger risk reductions and it has now stabilised and started a tentative recovery. As a result, the Systematic Equity Allocating Portfolio, the Diversified Income Portfolio and the Global Fixed Income portfolio all captured the full increase in equity markets in June and into the first days of July. As equities and bonds continued their rallies, the strategies therefore reached new all-time highs and moved beyond those levels during the last days of June and into July.
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