Strategic Asset Allocation

The Dutch central bank warned this week of a new era full of international tensions, fragmentation and bloc formation. Trump 2.0 is unlikely to make things better. In this special, we look at the interaction between (geo)politics, economics and markets through four lenses. From this, three scenarios for globalization follow, accompanied by the consequences for different asset markets.

Strategic Asset Allocation (SAA) plays a crucial role in an investors’ decision-making process. This report features the quarterly update of three SAA models, their portfolio characteristics and the data we have used to construct the SAA models. In addition, we update the Expected Returns based on the return assumptions of approx. 50 asset managers and present tables with volatility and correlation data for every asset class.

Note: For the main Q3 Strategic Asset Allocation report, scroll down to the 'Previous Reports' section. Thematic reports like this are published in the months between.