March Performance Review and April Allocation
Our model returned 1.63% for March 2012. If you recall the allocation (see previous post) at the beginning of March – 33.8% ACWI, 18.6% GSCI and 47.6% REITs, the overweight to REITs and underweight to GSCI has positive contributions.
The performance also benefited from zero allocation to fixed income.
The model still takes risk-on for April and allocate as following
48.8% in Equity (ACWI)
18.2% in Commodity (GSCI)
33.0% in REITs (DW-REITs)
Compare to last month, the model increase exposure to equity while reduce exposure to REITs taking profit off.
STARisk 