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These portfolios seek to maximize the probability of achieving at least the target real return over twenty years, at the lowest possible risk. A list of index products, which also includes mutual funds and ETFs which can be used to take different tilts within these asset classes, is available on our website, Non US Favorite Funds and ETFs.
The last two columns reflect the use of uncorrelated alpha strategy funds. The asset allocation is adjusted accordingly.
Cash Bench Mark Portfolio Assumes the Purchase of a 1 year GBP Government Security on 12/31/09. Rate was .81%. Rate as of 12/31/10 is .62%.
| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 30 Sept 2011 | Weighted Return | Weighted Return with UAS | ||
| In GBP | In GBP | In GBP | In GBP | In GBP | In GBP | ||||
| 7% Target Real Return | YTD Returns are Nominal | ||||||||
| Asset Classes | |||||||||
| UK Real Return Bonds | 8.8% | 0.0% | 0.0% | 0.0% | 0.0% | 6.7% | 0.0% | 0.0% | |
| UK Bonds | 6.8% | 10.0% | 0.7% | 10.0% | 0.7% | 9.9% | 1.0% | 1.0% | |
| Global Bonds | 6.7% | 0.0% | 0.0% | 0.0% | 0.0% | 3.6% | 0.0% | 0.0% | |
| Domestic Commercial Property | 4.0% | 10.0% | 0.4% | 10.0% | 0.4% | -7.6% | -0.8% | -0.8% | |
| Foreign Commercial Property | 27.4% | 0.0% | 0.0% | 0.0% | 0.0% | -6.6% | 0.0% | 0.0% | |
| Commodities | -4.4% | 10.0% | -0.4% | 10.0% | -0.4% | -11.9% | -1.2% | -1.2% | |
| Timber | 14.4% | 7.5% | 1.1% | 7.5% | 1.1% | 0.2% | 0.0% | 0.0% | |
| UK Equity | 15.4% | 40.0% | 6.2% | 40.0% | 6.2% | -13.5% | -5.4% | -5.4% | |
| Foreign Equity (US) | 20.1% | 8.0% | 1.6% | 8.0% | 1.6% | -9.3% | -0.7% | -0.7% | |
| Foreign Equity (Pacific) | 18.8% | 2.5% | 0.5% | 2.5% | 0.5% | -14.5% | -0.4% | -0.4% | |
| Foreign Equity (Eurozone) | -2.1% | 2.0% | 0.0% | 2.0% | 0.0% | -19.6% | -0.4% | -0.4% | |
| Emerging Mkt. Equity | 21.9% | 10.0% | 2.2% | 10.0% | 2.2% | -25.1% | -2.5% | -2.5% | |
| Uncorrrelated Alpha Strategies | 6.1% | 0.0% | 0.0% | 0.0% | 0.0% | -1.1% | 0.0% | 0.0% | |
| 100.0% | 12.1% | 100.0% | 12.1% | -10.4% | -10.4% | ||||
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| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 30 Sept 2011 | Weighted Return | Weighted Return with UAS | ||
| In GBP | In GBP | In GBP | In GBP | In GBP | In GBP | ||||
| 6% Target Real Return | YTD Returns are Nominal | ||||||||
| Asset Classes | |||||||||
| UK Real Return Bonds | 8.8% | 5.0% | 0.4% | 5.0% | 0.4% | 6.7% | 0.3% | 0.3% | |
| UK Bonds | 6.8% | 30.0% | 2.0% | 30.0% | 2.0% | 9.9% | 3.0% | 3.0% | |
| Global Bonds | 6.7% | 0.0% | 0.0% | 0.0% | 0.0% | 3.6% | 0.0% | 0.0% | |
| Domestic Commercial Property | 4.0% | 0.0% | 0.0% | 0.0% | 0.0% | -7.6% | 0.0% | 0.0% | |
| Foreign Commercial Property | 27.4% | 10.0% | 2.7% | 10.0% | 2.7% | -6.6% | -0.7% | -0.7% | |
| Commodities | -4.4% | 12.5% | -0.6% | 12.5% | -0.6% | -11.9% | -1.5% | -1.5% | |
| Timber | 14.4% | 7.5% | 1.1% | 7.5% | 1.1% | 0.2% | 0.0% | 0.0% | |
| UK Equity | 15.4% | 10.0% | 1.5% | 10.0% | 1.5% | -13.5% | -1.4% | -1.4% | |
| Foreign Equity (US) | 20.1% | 10.0% | 2.0% | 10.0% | 2.0% | -9.3% | -0.9% | -0.9% | |
| Foreign Equity (Pacific) | 18.8% | 3.0% | 0.6% | 3.0% | 0.6% | -14.5% | -0.4% | -0.4% | |
| Foreign Equity (Eurozone) | -2.1% | 2.0% | 0.0% | 2.0% | 0.0% | -19.6% | -0.4% | -0.4% | |
| Emerging Mkt. Equity | 21.9% | 10.0% | 2.2% | 10.0% | 2.2% | -25.1% | -2.5% | -2.5% | |
| Uncorrrelated Alpha Strategies | 6.1% | 0.0% | 0.0% | 0.0% | 0.0% | -1.1% | 0.0% | 0.0% | |
| 100.0% | 12.0% | 100.0% | 12.0% | -4.4% | -4.4% | ||||
| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 30 Sept 2011 | Weighted Return | Weighted Return with UAS | ||
| In GBP | In GBP | In GBP | In GBP | In GBP | In GBP | ||||
| 5% Target Real Return | YTD Returns are Nominal | ||||||||
| Asset Classes | |||||||||
| UK Real Return Bonds | 8.8% | 15.0% | 1.3% | 15.0% | 1.3% | 6.7% | 1.0% | 1.0% | |
| UK Bonds | 6.8% | 22.5% | 1.5% | 22.5% | 1.5% | 9.9% | 2.2% | 2.2% | |
| Global Bonds | 6.7% | 2.5% | 0.2% | 2.5% | 0.2% | 3.6% | 0.1% | 0.1% | |
| Domestic Commercial Property | 4.0% | 0.0% | 0.0% | 0.0% | 0.0% | -7.6% | 0.0% | 0.0% | |
| Foreign Commercial Property | 27.4% | 5.0% | 1.4% | 5.0% | 1.4% | -6.6% | -0.3% | -0.3% | |
| Commodities | -4.4% | 10.0% | -0.4% | 10.0% | -0.4% | -11.9% | -1.2% | -1.2% | |
| Timber | 14.4% | 10.0% | 1.4% | 10.0% | 1.4% | 0.2% | 0.0% | 0.0% | |
| UK Equity | 15.4% | 17.5% | 2.7% | 17.5% | 2.7% | -13.5% | -2.4% | -2.4% | |
| Foreign Equity (US) | 20.1% | 6.0% | 1.2% | 6.0% | 1.2% | -9.3% | -0.6% | -0.6% | |
| Foreign Equity (Pacific) | 18.8% | 2.0% | 0.4% | 2.0% | 0.4% | -14.5% | -0.3% | -0.3% | |
| Foreign Equity (Eurozone) | -2.1% | 2.0% | 0.0% | 2.0% | 0.0% | -19.6% | -0.4% | -0.4% | |
| Emerging Mkt. Equity | 21.9% | 7.5% | 1.6% | 7.5% | 1.6% | -25.1% | -1.9% | -1.9% | |
| Uncorrrelated Alpha Strategies | 6.1% | 0.0% | 0.0% | 0.0% | 0.0% | -1.1% | 0.0% | 0.0% | |
| 100.0% | 11.3% | 100.0% | 11.3% | -3.6% | -3.6% | ||||
| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 30 Sept 2011 | Weighted Return | Weighted Return with UAS | ||
| In GBP | In GBP | In GBP | In GBP | In GBP | In GBP | ||||
| 4% Target Real Return | YTD Returns are Nominal | ||||||||
| Asset Classes | |||||||||
| UK Real Return Bonds | 8.8% | 32.5% | 2.9% | 32.5% | 2.9% | 6.7% | 2.2% | 2.2% | |
| UK Bonds | 6.8% | 12.5% | 0.9% | 12.5% | 0.9% | 9.9% | 1.2% | 1.2% | |
| Global Bonds | 6.7% | 10.0% | 0.7% | 10.0% | 0.7% | 3.6% | 0.4% | 0.4% | |
| Domestic Commercial Property | 4.0% | 0.0% | 0.0% | 0.0% | 0.0% | -7.6% | 0.0% | 0.0% | |
| Foreign Commercial Property | 27.4% | 5.0% | 1.4% | 5.0% | 1.4% | -6.6% | -0.3% | -0.3% | |
| Commodities | -4.4% | 12.5% | -0.6% | 12.5% | -0.6% | -11.9% | -1.5% | -1.5% | |
| Timber | 14.4% | 2.5% | 0.4% | 2.5% | 0.4% | 0.2% | 0.0% | 0.0% | |
| UK Equity | 15.4% | 5.0% | 0.8% | 5.0% | 0.8% | -13.5% | -0.7% | -0.7% | |
| Foreign Equity (US) | 20.1% | 10.0% | 2.0% | 10.0% | 2.0% | -9.3% | -0.9% | -0.9% | |
| Foreign Equity (Pacific) | 18.8% | 3.0% | 0.6% | 3.0% | 0.6% | -14.5% | -0.4% | -0.4% | |
| Foreign Equity (Eurozone) | -2.1% | 2.0% | 0.0% | 2.0% | 0.0% | -19.6% | -0.4% | -0.4% | |
| Emerging Mkt. Equity | 21.9% | 5.0% | 1.1% | 5.0% | 1.1% | -25.1% | -1.3% | -1.3% | |
| Uncorrrelated Alpha Strategies | 6.1% | 0.0% | 0.0% | 0.0% | 0.0% | -1.1% | 0.0% | 0.0% | |
| 100.0% | 10.0% | 100.0% | 10.0% | -1.7% | -1.7% | ||||
| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 30 Sept 2011 | Weighted Return | Weighted Return with UAS | ||
| In GBP | In GBP | In GBP | In GBP | In GBP | In GBP | ||||
| 3% Target Real Return | YTD Returns are Nominal | ||||||||
| Asset Classes | |||||||||
| UK Real Return Bonds | 8.8% | 32.5% | 2.9% | 32.5% | 2.9% | 6.7% | 2.2% | 2.2% | |
| UK Bonds | 6.8% | 12.5% | 0.9% | 15.0% | 1.0% | 9.9% | 1.2% | 1.5% | |
| Global Bonds | 6.7% | 10.0% | 0.7% | 10.0% | 0.7% | 3.6% | 0.4% | 0.4% | |
| Domestic Commercial Property | 4.0% | 10.0% | 0.4% | 5.0% | 0.2% | -7.6% | -0.8% | -0.4% | |
| Foreign Commercial Property | 27.4% | 0.0% | 0.0% | 2.5% | 0.7% | -6.6% | 0.0% | -0.2% | |
| Commodities | -4.4% | 10.0% | -0.4% | 10.0% | -0.4% | -11.9% | -1.2% | -1.2% | |
| Timber | 14.4% | 5.0% | 0.7% | 5.0% | 0.7% | 0.2% | 0.0% | 0.0% | |
| UK Equity | 15.4% | 0.0% | 0.0% | 0.0% | 0.0% | -13.5% | 0.0% | 0.0% | |
| Foreign Equity (US) | 20.1% | 10.0% | 2.0% | 6.0% | 1.2% | -9.3% | -0.9% | -0.6% | |
| Foreign Equity (Pacific) | 18.8% | 3.0% | 0.6% | 2.0% | 0.4% | -14.5% | -0.4% | -0.3% | |
| Foreign Equity (Eurozone) | -2.1% | 2.0% | 0.0% | 2.0% | 0.0% | -19.6% | -0.4% | -0.4% | |
| Emerging Mkt. Equity | 21.9% | 5.0% | 1.1% | 5.0% | 1.1% | -25.1% | -1.3% | -1.3% | |
| Uncorrrelated Alpha Strategies | 6.1% | 0.0% | 0.0% | 5.0% | 0.3% | -1.1% | 0.0% | -0.1% | |
| 100.0% | 8.7% | 100.0% | 8.7% | -1.2% | -0.2% | ||||
| YTD 31Dec2010 | Weight | Weighted Return | Weight with UAS | Weighted Return with UAS | YTD 30 Sept 2011 | Weighted Return | Weighted Return with UAS | ||
| In GBP | In GBP | In GBP | In GBP | In GBP | In GBP | ||||
| 2% Target Real Return | YTD Returns are Nominal | ||||||||
| Asset Classes | |||||||||
| UK Real Return Bonds | 8.8% | 47.5% | 4.2% | 42.5% | 3.8% | 6.7% | 3.2% | 2.8% | |
| UK Bonds | 6.8% | 10.0% | 0.7% | 10.0% | 0.7% | 9.9% | 1.0% | 1.0% | |
| Global Bonds | 6.7% | 10.0% | 0.7% | 10.0% | 0.7% | 3.6% | 0.4% | 0.4% | |
| Domestic Commercial Property | 4.0% | 7.5% | 0.3% | 10.0% | 0.4% | -7.6% | -0.6% | -0.8% | |
| Foreign Commercial Property | 27.4% | 0.0% | 0.0% | 0.0% | 0.0% | -6.6% | 0.0% | 0.0% | |
| Commodities | -4.4% | 7.5% | -0.3% | 7.5% | -0.3% | -11.9% | -0.9% | -0.9% | |
| Timber | 14.4% | 5.0% | 0.7% | 5.0% | 0.7% | 0.2% | 0.0% | 0.0% | |
| UK Equity | 15.4% | 2.5% | 0.4% | 2.5% | 0.4% | -13.5% | -0.3% | -0.3% | |
| Foreign Equity (US) | 20.1% | 3.0% | 0.6% | 2.5% | 0.5% | -9.3% | -0.3% | -0.2% | |
| Foreign Equity (Pacific) | 18.8% | 0.0% | 0.0% | 0.0% | 0.0% | -14.5% | 0.0% | 0.0% | |
| Foreign Equity (Eurozone) | -2.1% | 2.0% | 0.0% | 0.0% | 0.0% | -19.6% | -0.4% | 0.0% | |
| Emerging Mkt. Equity | 21.9% | 5.0% | 1.1% | 5.0% | 1.1% | -25.1% | -1.3% | -1.3% | |
| Uncorrrelated Alpha Strategies | 6.1% | 0.0% | 0.0% | 5.0% | 0.3% | -1.1% | 0.0% | -0.1% | |
| 100.0% | 8.3% | 100.0% | 8.2% | 0.8% | 0.7% | ||||
| YTD 31Dec2010 | Weight | Weighted Return | YTD 30 Sept 2011 | Weighted Return | |
| In GBP | In GBP | In GBP | In GBP | ||
| Equally Weighted Portfolio | YTD Returns are Nominal | ||||
| Asset Classes | |||||
| UK Real Return Bonds | 8.8% | 10.0% | 0.9% | 6.7% | 0.7% |
| UK Bonds | 6.8% | 10.0% | 0.7% | 9.9% | 1.0% |
| Global Bonds | 6.7% | 10.0% | 0.7% | 3.6% | 0.4% |
| Domestic Commercial Property | 4.0% | 10.0% | 0.4% | -7.6% | -0.8% |
| Foreign Commercial Property | 27.4% | 10.0% | 2.7% | -6.6% | -0.7% |
| Commodities | -4.4% | 10.0% | -0.4% | -11.9% | -1.2% |
| Timber | 14.4% | 10.0% | 1.4% | 0.2% | 0.0% |
| UK Equity | 15.4% | 10.0% | 1.5% | -13.5% | -1.4% |
| Foreign Equity (US) | 20.1% | 6.0% | 1.2% | -9.3% | -0.6% |
| Foreign Equity (Pacific) | 18.8% | 2.0% | 0.4% | -14.5% | -0.3% |
| Foreign Equity (Eurozone) | -2.1% | 2.0% | 0.0% | -19.6% | -0.4% |
| Emerging Mkt. Equity | 21.9% | 10.0% | 2.2% | -25.1% | -2.5% |
| 100.0% | 11.7% | -5.7% | |||
| YTD 31Dec2010 | Weight | Weighted Return | YTD 30 Sept 2011 | Weighted Return | |
| In GBP | In GBP | In GBP | In GBP | ||
| Global Market Weights | YTD Returns are Nominal | ||||
| Asset Classes | |||||
| UK Real Return Bonds | 8.8% | 0.2% | 0.0% | 6.7% | 0.0% |
| UK Bonds | 6.8% | 1.7% | 0.1% | 9.9% | 0.2% |
| Global Bonds | 6.7% | 46.9% | 3.1% | 3.6% | 1.7% |
| Domestic Commercial Property | 4.0% | 0.9% | 0.0% | -7.6% | -0.1% |
| Foreign Commercial Property | 27.4% | 11.6% | 3.2% | -6.6% | -0.8% |
| Commodities | -4.4% | 7.4% | -0.3% | -11.9% | -0.9% |
| Timber | 14.4% | 0.4% | 0.1% | 0.2% | 0.0% |
| UK Equity | 15.4% | 3.0% | 0.5% | -13.5% | -0.4% |
| Foreign Equity (US) | 20.1% | 16.1% | 3.2% | -9.3% | -1.5% |
| Foreign Equity (Pacific) | 18.8% | 5.0% | 0.9% | -14.5% | -0.7% |
| Foreign Equity (Eurozone) | -2.1% | 4.0% | -0.1% | -19.6% | -0.8% |
| Emerging Mkt. Equity | 21.9% | 2.8% | 0.6% | -25.1% | -0.7% |
| 100.0% | 11.4% | -3.9% | |||