The Classic 60-40 portfolio is the ubiquitous asset allocation that serves as the benchmark in most portfolio discussions. Popularised by Jack Bogle — the founder of Vanguard who pioneered index investing — the Classic 60-40 portfolio has long been a staple of passive investors.
The Ubique Portfolio has been designed to compete with this classical benchmark both in terms of Risk and Return, but also in the active management of the portfolio. All performance metrics of this portfolio have been created by
This strategy is very hands off, only re-balancing once a year. There is no risk management models applied meaning this portfolio will capture all of the downside if or when it happens. Historically, this strategy's drawdown is in excess of 50% during the 2008 financial crash. For the purposes of comparison to the Ubique portfolio, we have started this benchmark portfolio at the same time as Ubique.
* US Stock Market is used as the benchmark for calculations. Value-at-Risk metrics are based on monthly values
Trailing returns are for full months ending August 2020 excluding portfolio cash-flows
Result statistics are based on annualised rolling returns over full calendar year periods