Skip to main content
Subject:

Strategic Asset Allocation

SAA Special: Don’t extrapolate PE returns

Monday, 17 March 2025, written by Maarten Spek

Driven by historically high returns, low volatility, and limited correlation with public assets, Private Equity and Private Debt have become increasingly popular in long-term investment portfolios. However, there are several developments indicating that the outlook for PE will take a turn for the worse.

This report is published: Quarterly

Get access to this report

Get access

Previous reports

SAA Special: Performance review 2024

Tuesday, 25 February 2025

In this Special we examine the performance of the three ECR Strategic Asset Allocation (SAA) portfolios throughout 2024 and whether implementing quarterly changes in the SAA enhances the performance of the three SAA models and how this can be explained.

Read more

Strategic Asset Allocation Q1 2025

Monday, 20 January 2025

On this inauguration day we present the Strategic Asset Allocation, based on the latest update on the consensus expected returns and with some remarkable changes compared to the SAA in Q1 2024. 

 

Read more

SAA Special: US equity market exceptionalism

Wednesday, 18 December 2024

In this month’s SAA Special, we uncover the historically high US equity market concentration and valuation levels, which implies below average returns over the next decade. In addition, we explain the importance of choosing the right equity benchmark, and the way expected returns are calculated, to avoid allocating too much to US (cap weighted / tech heavy) equity indices in the strategic asset allocation.

Read more

What's in the SAA report?

Strategic Asset Allocation (SAA) plays a key role in the return of an investment portfolio. According to Julius Bär, it is assumed that SAA...

Read more

 

FAQ's about our SAA report

Find answers to common questions about our Strategic Asset Allocation research below. If you don’t see your question, feel free to get in touch at ecr@ecrresearch.com

FAQ's SAA

 

Maarten Spek, Global Macro & Investment Strategist

Maarten has been a key figure at ECR since 2006, leading our team of analysts with expertise and innovation. His academic excellence, demonstrated by...

Read more