/Tactical vs Neutral

Tactical vs Neutral

Manage active tilts relative to neutral strategic allocations

Neutral Return
4.87%
Strategic baseline
Tactical Return
5.09%
+0.22% vs neutral
Sharpe Ratio
0.54
Neutral: 0.46
Active Tilts
12
45.5% total active risk

Balanced Growth — Traditional

Asset ClassNeutralTacticalActiveSignalStatusEdit
Equity
U.S. Large Cap
25.9%25.1%
-0.8%
68Neutral
U.S. Mid Cap
7.1%5.5%
-1.6%
64Neutral
U.S. Small Cap
3.3%2.1%
-1.2%
59Neutral
Developed Intl - Large Cap
16.0%6.8%
-9.2%
50Neutral
Emerging Markets
6.1%3.0%
-3.1%
44Caution
Fixed Income
Taxable Fixed Income
31.1%28.9%
-2.2%
56Neutral
Tax Exempt Fixed Income
3.5%2.0%
-1.5%
62Neutral
High Yield
2.0%1.5%
-0.5%
55Neutral
EM Fixed Income
5.0%2.4%
-2.6%
45Caution
Alternatives
L/S Hedge
0.0%7.3%
+7.3%
59Neutral
Absolute Return
0.0%3.0%
+3.0%
57Neutral
Private Equity
0.0%12.4%
+12.4%
71Aligned
Commodities
0.0%0.0%
+0.0%
50Neutral
Cash
Cash
0.0%0.0%
+0.0%
60Neutral

Proposed Changes

U.S. Large Cap
25.9% → 25.1%
-0.8%
U.S. Mid Cap
7.1% → 5.5%
-1.6%
U.S. Small Cap
3.3% → 2.1%
-1.2%
Developed Intl - Large Cap
16.0% → 6.8%
-9.2%
Emerging Markets
6.1% → 3.0%
-3.1%
Taxable Fixed Income
31.1% → 28.9%
-2.2%
Tax Exempt Fixed Income
3.5% → 2.0%
-1.5%
High Yield
2.0% → 1.5%
-0.5%
EM Fixed Income
5.0% → 2.4%
-2.6%
L/S Hedge
0.0% → 7.3%
+7.3%
Absolute Return
0.0% → 3.0%
+3.0%
Private Equity
0.0% → 12.4%
+12.4%