Portfolio performance
EV Asset Allocations have over 10 years of solid performance with almost £10billion invested. Our robust asset allocation methodology is founded on the key belief that small relative value-driven allocations yield consistent performance and deliver outstanding long-term results.
Not only has the approach been successful in the bull run over the past decade and more, but it was also tested in the 2008 crisis and our asset allocations navigated that and subsequent panics with great success, as shown below for the mid-risk portfolio:
Fund | EV 4 | iShares Core FTSE 100 | ASI MyFolio Market III | L&G Multi-Index 5 | Vanguard LifeStrategy 60 | BlackRock Consensus 60 |
---|---|---|---|---|---|---|
Metric | ||||||
Annualised Return | 8.23% | 4.54% | 6.38% | 8.36% | 9.15% | 6.48% |
Annualised Volatility | 10.54% | 19.29% | 9.2% | 9.59% | 10.54% | 8.26% |
Sharpe Ratio | 0.74 | 0.22 | 0.65 | 0.83 | 0.83 | 0.74 |
Annualised Relative Return | 3.69% | 0.0% | 1.84% | 3.81% | 4.61% | 1.94% |
Maximum Drawdown | 19.67% | 34.5% | 20.34% | 19.94% | 17.84% | 17.64% |
Fund | EV 4 | iShares Core FTSE 100 | ASI MyFolio Market III | L&G Multi-Index 5 | Vanguard LifeStrategy 60 | BlackRock Consensus 60 |
---|---|---|---|---|---|---|
Metric | ||||||
Annualised Return | 7.42% | 4.49% | 5.59% | 6.42% | 7.13% | 4.52% |
Annualised Volatility | 9.02% | 16.15% | 8.02% | 8.18% | 9.04% | 7.21% |
Sharpe Ratio | 0.78 | 0.25 | 0.65 | 0.74 | 0.75 | 0.58 |
Annualised Relative Return | 2.94% | 0.0% | 1.1% | 1.94% | 2.64% | 0.04% |
Maximum Drawdown | 19.67% | 34.5% | 20.34% | 19.94% | 17.84% | 17.64% |
Fund | EV 4 | iShares Core FTSE 100 | ASI MyFolio Market III | L&G Multi-Index 5 | Vanguard LifeStrategy 60 | BlackRock Consensus 60 |
---|---|---|---|---|---|---|
Metric | ||||||
Annualised Return | 9.9% | 5.83% | 7.04% | 7.87% | 8.81% | 6.46% |
Annualised Volatility | 9.07% | 16.64% | 8.17% | 8.33% | 8.94% | 7.32% |
Sharpe Ratio | 1.04 | 0.33 | 0.81 | 0.90 | 0.94 | 0.83 |
Annualised Relative Return | 4.06% | 0.0% | 1.2% | 2.04% | 2.98% | 0.62% |
Maximum Drawdown | 19.67% | 34.5% | 20.34% | 19.94% | 17.84% | 17.64% |
Fund | EV 4 | iShares Core FTSE 100 | ASI MyFolio Market III | L&G Multi-Index 5 | Vanguard LifeStrategy 60 | BlackRock Consensus 60 |
---|---|---|---|---|---|---|
Metric | ||||||
Annualised Return | 10.2% | 6.66% | 7.31% | - | 8.88% | - |
Annualised Volatility | 8.29% | 15.62% | 7.67% | - | 8.38% | - |
Sharpe Ratio | 1.18 | 0.40 | 0.90 | - | 1.01 | - |
Annualised Relative Return | 3.54% | 0.0% | 0.64% | - | 2.21% | - |
Maximum Drawdown | 19.67% | 34.5% | 20.34% | - | 17.84% | - |