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Strategic Asset Allocation

SAA Special: US equity market exceptionalism

Wednesday, 18 December 2024, written by Henk-Jan Pijper

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.

This report is published: Quarterly

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Previous reports

SAA Special: Geopolitics, Globalisation and Markets

Thursday, 14 November 2024

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.

 

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Strategic Asset Allocation Q4 2024

Wednesday, 16 October 2024

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.

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SAA Special: AI and Robotics

Monday, 16 September 2024

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.

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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...

 

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 [email protected]

 

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...