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.
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.