13 Jul, 2020
We have updated our Advisory Algorithm with the latest market data in terms of prices and volatilities and are rebalancing our Autopilot Kristals accordingly. Rebalancings are taking place at a minimum on a quarterly basis.
Since its inception on 13. April, the strategy has delivered a return of 8.3%.
With the July quarter update, the Algo is extending the duration towards the 7-10yr US Treasury ETF, and shifting from the S&P 500 Low Volatility ETF towards a higher allocation in technology. Overall, the portfolio is going slightly more conservative by increasing its allocation to Fixed income from 40% to 57%, and Equity reducing from 60% to 43%.