Peer group performance

EV produces risk-targeted multi-asset portfolios, distributed across the risk spectrum. The comparisons shown here are for 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 5 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 15/36 6/35 1/33 1/32 2/32 2/31 1/29 1/25 3/24 8/19
WS Sequel Cautious Income Strategy 1/36 33/35 33/33 31/32 7/32 16/31 27/29      
Invesco Distribution (UK) 2/36 30/35 5/33 29/32 1/32 30/31 10/29 10/25 1/24 1/19
Close Diversified Income Portfolio 3/36 26/35 26/33 6/32 13/32 14/31 19/29 8/25 5/24 14/19
WS Verbatim Multi- Index Portfolio 3 4/36 18/35 8/33 8/32 20/32 9/31 6/29 12/25 15/24 16/19
LF Prudential Risk Managed Active 2 5/36 24/35 13/33 15/32 3/32 13/31 9/29 9/25 2/24 4/19
BMO MM Lifestyle 3 6/36 27/35 17/33 18/32 18/32 19/31 4/29      
Wesleyan Low Risk Reward Growth 7/36 35/35 7/33 5/32 14/32          
Quilter Investors Cirilium Conservative Portfolio 8/36 19/35 32/33 24/32 4/32 3/31 8/29 23/25 13/24  
Brooks Macdonald Defensive Income 9/36 28/35 19/33 13/32 9/32 29/31 5/29 18/25 4/24 2/19
TM Brunsdon Cautious Growth 10/36 23/35 21/33 25/32 11/32 25/31 16/29 15/25 23/24 17/19
 

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.

peer_comparison-annualised_return-annual-all-EV4-vs-All-table.html Who has access N A B System properties Type HTML Size 4 KB Storage used 8 KBOwned by EValue Location no_js Owner Noémie Fedon Modified 3 Nov 2021 by Noémie Fedon Opened 11:16 by me Created 27 Oct 2021 Add a description Viewers can download
  0-12m 12-24m 24-36m 36-48m 48-60m 60-72m 72-84m 84-96m 96-108m 108-120m
EV 4 74/168 50/161 14/141 1/134 18/121 8/112 4/99 2/87 16/80 9/73
WS Sequel Growth Target Return Strategy 1/168 148/161 120/141 96/134 2/121 54/112 23/99 81/87    
VT Momentum Diversified Income 2/168 143/161 21/141 71/134 8/121 73/112 25/99 79/87 17/80 49/73
WS Sequel Global Target Income Strategy 3/168 156/161 139/141 128/134 5/121 36/112 5/99 11/87 4/80 23/73
Invesco Balanced Risk 10 (UK) 4/168 46/161 15/141 123/134 19/121 88/112 96/99 12/87 74/80  
Invesco Global Income (UK) 5/168 104/161 70/141 45/134 6/121 106/112 32/99      
Schroder MM Diversity Income 6/168 154/161 136/141 7/134 116/121 74/112 90/99 72/87 13/80 20/73
T. Bailey Dynamic 8/168 27/161 132/141 66/134 11/121 79/112 16/99 46/87 29/80 13/73
Premier Miton Multi- Asset Monthly Income 9/168 150/161 101/141 25/134 26/121 101/112 15/99 4/87 7/80 1/73
HL Multi-Manager High Income 10/168 158/161 113/141 110/134 17/121          
LF Prudential Risk Managed Active 5 11/168 131/161 104/141 67/134 9/121 28/112 18/99 66/87 8/80 32/73
 

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 66/140 74/134 32/125 4/113 17/105 2/95 11/92 3/86 26/80 24/76
Schroder MM Diversity Tactical 2/140 108/134 116/125 59/113 101/105 80/95 50/92 64/86 2/80 33/76
LF Ruffer Equity & General 3/140 77/134 121/125 51/113 6/105 94/95 83/92 22/86 6/80 66/76
Courtiers Total Return Balanced Risk 5/140 75/134 72/125 17/113 51/105 66/95 32/92 6/86 28/80 10/76
Premier Miton Liberation VII 8/140 127/134 111/125 84/113 14/105 12/95 67/92 57/86 16/80 19/76
FP Russell Investments Multi Asset Growth V 9/140 98/134 73/125 80/113 38/105          
EdenTree Investment Funds Higher Income 10/140 133/134 77/125 35/113 87/105 49/95 86/92 16/86 58/80 5/76
Quilter Investors Cirilium Dynamic Portfolio 11/140 67/134 118/125 105/113 4/105 19/95 45/92 18/86 5/80 51/76
Invesco Managed Growth (UK) 12/140 116/134 120/125 103/113 5/105 4/95 29/92 30/86 1/80 50/76
New Capital Strategic Portfolio UCITS 15/140 3/134 67/125 36/113 15/105 95/95        
Royal London GMAP Adventurous 16/140 118/134 95/125 20/113 39/105          
 

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.