Performance assessment of five assets across three classes (Fixed Income, Equity, Alternative) using a two-year dataset encompassing the COVID-19 volatility period.
| Pillar | Source | Key Features / Data Points |
|---|---|---|
| Asset Information | Synthetic, Ironhack | Asset Class |
| Asset Price | Synthetic, Ironhack | Price of the 5 Assets |
| Asset Weight | Synthetic, Ironhack | Weight percentage of the 5 Assets |
- Proven Resilience Through Volatility Despite the unprecedented "COVID dip," the portfolio's diversified structure enabled a rapid recovery, driven by the exceptional performance of Tech stocks and REITs (specifically data centres).
- Validated Risk-Reward Architecture: Correlation and volatility data confirm that the assets are effectively decoupled; the government bond "anchors" protected the portfolio during downturns, while the "growth engines" captured significant market upside.
- Dynamic Weight Management: To mitigate future "Black Swan" events, we will continue to dynamically rebalance asset weights—reducing exposure to shrinking sectors and capitalizing on emerging growth to ensure long-term wealth accumulation.
- Adding High quality value stocks: Increase exposure to "Old Economy" industries, specifically Healthcare, Industrial, and Financials. These sectors typically consist of established companies with consistent cash flows and lower price fluctuations.
- High Liquidity : Intermediate term treasuries (3-10 yrs): These funds focus on government securities with a 3~10-year maturity, offering a "sweet spot" of higher yields than short-term cash and lower price sensitivity than long-term bonds.
Presentation Slides here