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PortfoliosSCM 50/50 Bond Reserve / Absolute Return

Overall asset allocation

Fixed income by credit rating
  • AA, 29.8%
  • A, 29.6%
  • BBB, 28.5%
  • BB, 0.1%
  • B, 0.0%
  • Below B, 0.0%
  • Not Rated, 1.0%
  • 0, 0.0%
Equities by region
United Kingdom42.4%
Asia emrg15.1%
Japan13.7%
Europe dev10.9%
Asia dev10.3%
Latin America2.7%
Europe emrg0.9%
North America0.8%
Australasia0.0%
00.0%
Fixed income by region (by issuer) Fixed income by region (by issuer)
  • Australasia, 2.0%
  • Asia dev, 1.1%
  • Asia emrg, 2.2%
  • Europe dev, 19.6%
  • Europe emrg, 1.4%
  • Japan, 0.4%
  • Latin America, 3.5%
  • North America, 25.2%
  • United Kingdom, 40.3%
  • 0, 0.0%
Last 3 years annualised volatility
SCM 50/50 Bond Reserve/Absolute Return 7.6%
UK Equities (MSCI UK)10.5%
UK Corp Bonds (iBoxx Large Cap TRI Index)10.6%
UK Gilts (Bloomberg UK Govt All>1 Yr)11.5%
Japan (MSCI Japan)12.8%
Europe Excl UK (MSCI Eur. Ex UK)14.8%
UK Index-Linked Gilts (Barclays UK Infl Linked)16.0%
Em Markets (MSCI EM)17.7%
US Equities (MSCI USA)18.1%
Asia Pacific Ex. Japan (MSCI Asia Ex Jap)19.3%
Bond Component
No. Holdings Yield to Maturity Maturity Duration S&P Rating
1,983 Crp
699 Gov
5.7% 6.7 4.6 A-
No. Holdings 1,983 Crp
699 Gov
Yield to Maturity 5.7%
Maturity 6.7
Duration 4.6
S&P Rating A-
Equity Component
No. Holdings Dividend Yield P/B P/E EPS
4,786 3.6% 1.5 12.7 11.0%
No. Holdings 4,786
Dividend Yield 3.6%
P/B 1.5
P/E 12.7
EPS 11.0%