Peer group performance

EV produces risk-targeted multi-asset portfolios, distributed across the risk spectrum. The comparisons in this report show portfolios for our range of portfolios covering 7 risk levels. EV 4 is the mid-risk portfolio, and EV 2 and EV 6 are low-risk and high-risk portfolios, respectively.

To identify peers on a suitable basis for comparison, we selected all funds from the IA Volatility Managed, IA Mixed Investment 0-35%, IA Mixed Investment 20-60%, IA Mixed Investment 40-85% and IA Flexible Investment universes that have the same EV risk rating. To account for survivorship bias, we only compare with peers that have survived the last 10 years.

The charts show return performance comparisons on an annual and cumulative basis, respectively, ranked by percentile (red is low and green is high). The peers highlighted are the top performers over the past year.

Annual performance comparison of the EV 2 (low-risk) portfolio against peers

The table below shows that performance of the EV portfolios relative to peers is consistently above average and, the majority of the time, in the upper quartile.

  0-12m 12-24m 24-36m 36-48m 48-60m 60-72m 72-84m 84-96m 96-108m 108-120m
EV 2 18/35 4/34 1/32 1/32 8/32 2/30 1/27 6/24 8/22 2/18
WS Sequel Cautious Income Strategy 1/35 34/34 32/32 31/32 2/32 25/30        
Invesco Distribution (UK) 2/35 30/34 9/32 26/32 3/32 29/30 25/27 1/24 1/22 9/18
LF Prudential Risk Managed Active 2 3/35 27/34 17/32 7/32 4/32 19/30 7/27 3/24 2/22 17/18
Close Diversified Income Portfolio 4/35 28/34 7/32 28/32 9/32 18/30 19/27 2/24 10/22 3/18
Quilter Investors Cirilium Conservative Portfolio 5/35 31/34 29/32 22/32 1/32 11/30 4/27 20/24 13/22  
WS Verbatim Multi- Index Portfolio 3 6/35 8/34 16/32 3/32 19/32 7/30 10/27 10/24 20/22 8/18
LF Prudential Risk Managed Active 1 7/35 19/34 14/32 12/32 6/32 13/30 20/27 4/24 9/22 14/18
Allianz Unconstrained Multi Asset Strategy 8/35 1/34 31/32 32/32 29/32 27/30 27/27      
Wesleyan Low Risk Reward Growth 9/35 32/34 10/32 5/32 16/32          
Brooks Macdonald Defensive Income 10/35 25/34 13/32 21/32 11/32 23/30 21/27 5/24 4/22 7/18
 

Cumulative performance comparison of the EV 2 (low-risk) portfolio against peers

The chart below shows the excellent cumulative results that the consistently good and upper quartile performance of the EV portfolios yields. This consistency has resulted in EV’s portfolios achieving superior long-term performance relative to peers.

 

Annual performance comparison of the EV 4 (mid-risk) portfolio against peers

The table below shows that performance of the EV portfolios relative to peers is consistently above average and, the majority of the time, in the upper quartile.

  0-12m 12-24m 24-36m 36-48m 48-60m 60-72m 72-84m 84-96m 96-108m 108-120m
EV 4 77/169 31/157 8/140 3/131 24/121 6/105 2/97 17/85 16/77 9/68
Invesco Balanced Risk 10 (UK) 1/169 120/157 94/140 4/131 109/121 62/105 95/97 2/85 73/77  
WS Sequel Growth Target Return Strategy 2/169 154/157 116/140 45/131 3/121 101/105 17/97      
VT Momentum Diversified Income 4/169 153/157 7/140 92/131 7/121 97/105 51/97 40/85 25/77 63/68
WS Sequel Global Target Income Strategy 5/169 155/157 133/140 101/131 11/121 78/105 5/97 9/85 4/77 45/68
Invesco Balanced Risk 8 (UK) 6/169 105/157 97/140 11/131 115/121 70/105 94/97 6/85 75/77  
Invesco Global Income (UK) 7/169 97/157 68/140 74/131 18/121 96/105 53/97      
T. Bailey Dynamic 8/169 98/157 120/140 17/131 30/121 74/105 12/97 29/85 30/77 48/68
JPM Diversified Growth 9/169 125/157 46/140 30/131 1/121 49/105 8/97 3/85 1/77 67/68
Allianz RiskMaster Growth Multi Asset 11/169 111/157 91/140 86/131 20/121 8/105 65/97 55/85 50/77  
LF Prudential Risk Managed Active 5 14/169 142/157 93/140 16/131 4/121 80/105 13/97 28/85 7/77 60/68
 

Cumulative performance comparison of the EV 4 (mid-risk) portfolio against peers

The chart below shows the excellent cumulative results that the consistently good and upper quartile performance of the EV portfolios yields. This consistency has resulted in EV’s portfolios achieving superior long-term performance relative to peers.

 

Annual performance comparison of the EV 6 (high-risk) portfolio against peers

The table below shows that performance of the EV portfolios relative to peers is consistently above average and, the majority of the time, in the upper quartile.

  0-12m 12-24m 24-36m 36-48m 48-60m 60-72m 72-84m 84-96m 96-108m 108-120m
EV 6 61/138 68/131 26/122 19/112 18/105 1/93 2/92 40/84 30/79 18/73
New Capital Strategic Portfolio UCITS 1/138 4/131 106/122 10/112 85/105 92/93        
Quilter Investors Cirilium Dynamic Portfolio 4/138 113/131 114/122 63/112 3/105 78/93 12/92 7/84 8/79 64/73
LF Ruffer Equity & General 6/138 45/131 118/122 13/112 26/105 91/93 84/92 47/84 32/79 1/73
EF Brunswick Growth Portfolio 7/138 95/131 83/122 6/112 1/105 57/93 11/92 59/84 71/79 71/73
Baillie Gifford Managed 8/138 2/131 20/122 3/112 7/105 15/93 52/92 32/84 14/79 13/73
SVS Brown Shipley Dynamic 9/138 18/131 52/122 33/112 21/105 81/93 28/92 58/84 17/79 67/73
Courtiers Total Return Balanced Risk 10/138 39/131 60/122 36/112 82/105 43/93 8/92 46/84 21/79 29/73
FP Russell Investments Multi Asset Growth V 11/138 107/131 56/122 57/112 71/105          
Invesco Managed Growth (UK) 12/138 128/131 115/122 92/112 4/105 38/93 20/92 6/84 1/79 57/73
ACUMEN Portfolio 6 14/138 81/131 50/122 88/112 84/105          
 

Cumulative performance comparison of the EV 6 (high-risk) portfolio against peers

The chart below shows the excellent cumulative results that the consistently good and upper quartile performance of the EV portfolios yields. This consistency has resulted in EV’s portfolios achieving superior long-term performance relative to peers.