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Investment Portfolios

Investment Portfolios

Save Global Diversified Markets Portfolios (Legacy)

The Global Diversified Markets portfolios utilize a sophisticated rules-based investment approach that captures returns across a wide range of asset classes and regions, seeking to maximize the consistency of returns.

Save ESG Portfolio

The ESG portfolio utilizes the same investment techniques as the Save Global Diversified Markets portfolios and maintains a similar global multi-asset class approach, while utilizing ESG-focused ETFs where possible and avoiding certain assets.

Save Global Multi-Strategy Portfolio

The Global Multi-Strategy portfolio seeks to generate returns across market regimes by combining 6 sub-strategies, built using a cutting-edge quantitative approach that exploits how financial markets respond to themes and patterns, or ‘narratives’.

Save US Macro Portfolio

The US Macro portfolio seeks to generate returns by allocating across asset classes using macroeconomic variables such as interest rates, inflation and the US dollar. This portfolio focuses on the US equity and bond markets, along with commodities.

S&P 500 Risk-Controlled Portfolio

The S&P 500 Risk-Controlled portfolio follows the S&P 500 Index, and adjusts the level of exposure upward or downward daily to maintain a stable level of volatility.

Save Investment Portfolio Approach

Asset Scoring

We assess the desirability of each asset using quantitative techniques, utilizing several approaches across our portfolios, such as trend measurement, macro factors, and natural language processing.

Risk-Based Weighting

The more desirable assets get more risk allocation and therefore play a greater role in driving portfolio returns. The risk contribution of each asset can be calculated using asset weights, volatilities, and correlations.

Volatility Control

We assess the expected volatility of the overall portfolio using the risk-based asset weights, along with asset volatilities and correlations. Then the overall portfolio exposure level is determined daily to target a stable level of realized volatility.

Investment Portfolio Analysis

This section provides historical returns analysis of the Save Portfolios (back-tested and live), as well as return attribution.

Save Global Diversified Markets - (Legacy)

Portfolio Performance (back-tested and live)a

This graph shows the historical performance (back-tested and live) of the Portfolio over different look-back periods.

a Portfolio back-tested up to October 28, 2020, and live thereafter, shown up to November 30, 2023.

This graph utilizes hypothetical past performance data of each portfolio until its live date (except for S&P 500 Risk-Controlled, for which only live portfolio data is used). Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

Save Global Diversified Markets - (Legacy)

Hypothetical Account Returnsb

This graph shows the range of annualized returns that a Market Savings or Market Trust account holder could hypothetically have received over the applicable terms (Market Savings: 1-year, 2-year, 5-year; Market Trust: 5-year) since the inception date of each respective Portfolio, assuming that current funding rates had been in place throughout; these results utilize both back-tested and live portfolio performance and are net of fees.

APY

b Portfolio back-tested up to October 28, 2020, and live thereafter, shown up to November 30, 2023.

This graph utilizes live performance data as well as hypothetical past performance data of each portfolio from before their respective live dates (except for S&P 500 Risk-Controlled, for which only live portfolio data is used); for the ESG portfolio, due to it's limited backtested history, an appropriate proxy has been used to extend the analysis back to 2006 for Market Trust. Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

5-year returns

APY

b Portfolio back-tested up to October 28, 2020, and live thereafter, shown up to November 30, 2023.

This graph utilizes live performance data as well as hypothetical past performance data of each portfolio from before their respective live dates (except for S&P 500 Risk-Controlled, for which only live portfolio data is used); for the ESG portfolio, due to it's limited backtested history, an appropriate proxy has been used to extend the analysis back to 2006 for Market Trust. Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

SAVE GLOBAL DIVERSIFIED MARKETS - (Legacy)

Return Attribution (back-tested and live)c

This graph shows the proportional contribution of each asset class to historical portfolio returns (covering both live and back-tested performance) over different look-back periods.

c Portfolio back-tested up to October 28, 2020, and live thereafter, shown up to November 30, 2023.

This graph utilizes hypothetical past performance data of each portfolio until its live date (except for S&P 500 Risk-Controlled, for which only live portfolio data is used). Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

Save ESG

Portfolio Performance (back-tested and live)a

This graph shows the historical performance (back-tested and live) of the Portfolio over different look-back periods.

a Portfolio back-tested up to July 12, 2022, and live thereafter, shown up to November 30, 2023.

This graph utilizes hypothetical past performance data of each portfolio until its live date (except for S&P 500 Risk-Controlled, for which only live portfolio data is used). Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

Save ESG

Hypothetical Account Returnsb

This graph shows the range of annualized returns that a Market Savings or Market Trust account holder could hypothetically have received over the applicable terms (Market Savings: 1-year, 2-year, 5-year; Market Trust: 5-year) since the inception date of each respective Portfolio, assuming that current funding rates had been in place throughout; these results utilize both back-tested and live portfolio performance and are net of fees.

APY

b Portfolio back-tested up to July 12, 2022, and live thereafter, shown up to November 30, 2023.

This graph utilizes live performance data as well as hypothetical past performance data of each portfolio from before their respective live dates (except for S&P 500 Risk-Controlled, for which only live portfolio data is used); for the ESG portfolio, due to it's limited backtested history, an appropriate proxy has been used to extend the analysis back to 2006 for Market Trust. Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

5-year returns

APY

b Portfolio back-tested up to July 12, 2022, and live thereafter, shown up to November 30, 2023.

This graph utilizes live performance data as well as hypothetical past performance data of each portfolio from before their respective live dates (except for S&P 500 Risk-Controlled, for which only live portfolio data is used); for the ESG portfolio, due to it's limited backtested history, an appropriate proxy has been used to extend the analysis back to 2006 for Market Trust. Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

Save ESG

Return Attribution (back-tested and live)c

This graph shows the proportional contribution of each asset class to historical portfolio returns (covering both live and back-tested performance) over different look-back periods.

c Portfolio back-tested up to July 12, 2022, and live thereafter, shown up to November 30, 2023.

This graph utilizes hypothetical past performance data of each portfolio until its live date (except for S&P 500 Risk-Controlled, for which only live portfolio data is used). Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

SAVE GLOBAL MULTI-STRATEGY

Portfolio Performance (back-tested and live)a

This graph shows the historical performance (back-tested and live) of the Portfolio over different look-back periods.

a Portfolio back-tested up to November 18, 2022, and live thereafter, shown up to November 30, 2023.

This graph utilizes hypothetical past performance data of each portfolio until its live date (except for S&P 500 Risk-Controlled, for which only live portfolio data is used). Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

SAVE GLOBAL MULTI-STRATEGY

Hypothetical Account Returnsb

This graph shows the range of annualized returns that a Market Savings or Market Trust account holder could hypothetically have received over the applicable terms (Market Savings: 1-year, 2-year, 5-year; Market Trust: 5-year) since the inception date of each respective Portfolio, assuming that current funding rates had been in place throughout; these results utilize both back-tested and live portfolio performance and are net of fees.

APY

b Portfolio back-tested up to November 18, 2022, and live thereafter, shown up to November 30, 2023.

This graph utilizes live performance data as well as hypothetical past performance data of each portfolio from before their respective live dates (except for S&P 500 Risk-Controlled, for which only live portfolio data is used); for the ESG portfolio, due to it's limited backtested history, an appropriate proxy has been used to extend the analysis back to 2006 for Market Trust. Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

5-year returns

APY

b Portfolio back-tested up to November 18, 2022, and live thereafter, shown up to November 30, 2023.

This graph utilizes live performance data as well as hypothetical past performance data of each portfolio from before their respective live dates (except for S&P 500 Risk-Controlled, for which only live portfolio data is used); for the ESG portfolio, due to it's limited backtested history, an appropriate proxy has been used to extend the analysis back to 2006 for Market Trust. Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

SAVE GLOBAL MULTI-STRATEGY

Return Attribution (back-tested and live)c

This graph shows the proportional contribution of each asset class to historical portfolio returns (covering both live and back-tested performance) over different look-back periods.

c Portfolio back-tested up to November 18, 2022, and live thereafter, shown up to November 30, 2023.

This graph utilizes hypothetical past performance data of each portfolio until its live date (except for S&P 500 Risk-Controlled, for which only live portfolio data is used). Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

SAVE US Macro

Portfolio Performance (back-tested and live)a

This graph shows the historical performance (back-tested and live) of the Portfolio over different look-back periods.

a Portfolio back-tested up to July 19, 2023, and live thereafter, shown up to November 30, 2023.

This graph utilizes hypothetical past performance data of each portfolio until its live date (except for S&P 500 Risk-Controlled, for which only live portfolio data is used). Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

SAVE US Macro

Hypothetical Account Returnsb

This graph shows the range of annualized returns that a Market Savings or Market Trust account holder could hypothetically have received over the applicable terms (Market Savings: 1-year, 2-year, 5-year; Market Trust: 5-year) since the inception date of each respective Portfolio, assuming that current funding rates had been in place throughout; these results utilize both back-tested and live portfolio performance and are net of fees.

APY

b Portfolio back-tested up to July 19, 2023, and live thereafter, shown up to November 30, 2023.

This graph utilizes live performance data as well as hypothetical past performance data of each portfolio from before their respective live dates (except for S&P 500 Risk-Controlled, for which only live portfolio data is used); for the ESG portfolio, due to it's limited backtested history, an appropriate proxy has been used to extend the analysis back to 2006 for Market Trust. Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

5-year returns

APY

b Portfolio back-tested up to July 19, 2023, and live thereafter, shown up to November 30, 2023.

This graph utilizes live performance data as well as hypothetical past performance data of each portfolio from before their respective live dates (except for S&P 500 Risk-Controlled, for which only live portfolio data is used); for the ESG portfolio, due to it's limited backtested history, an appropriate proxy has been used to extend the analysis back to 2006 for Market Trust. Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

SAVE US Macro

Return Attribution (back-tested and live)c

This graph shows the proportional contribution of each asset class to historical portfolio returns (covering both live and back-tested performance) over different look-back periods.

c Portfolio back-tested up to July 19, 2023, and live thereafter, shown up to November 30, 2023.

This graph utilizes hypothetical past performance data of each portfolio until its live date (except for S&P 500 Risk-Controlled, for which only live portfolio data is used). Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

S&P 500 Risk-Controlled Portfolio

Portfolio Performancea

This graph shows the historical performance of the Portfolio over different look-back periods.

a Only live performance is shown for the S&P 500 Risk-Controlled portfolio.

This graph utilizes hypothetical past performance data of each portfolio until its live date (except for S&P 500 Risk-Controlled, for which only live portfolio data is used). Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

S&P 500 Risk-Controlled Portfolio

Hypothetical Account Returnsb

This graph shows the range of annualized returns that a Market Savings or Market Trust account holder could hypothetically have received over the applicable terms (Market Savings: 1-year, 2-year, 5-year; Market Trust: 5-year) since the inception date of each respective Portfolio, assuming that current funding rates had been in place throughout; these results utilize both back-tested and live portfolio performance and are net of fees.

APY

b For the S&P Risk-Controlled portfolio, only live portfolio performance is used.

This graph utilizes live performance data as well as hypothetical past performance data of each portfolio from before their respective live dates (except for S&P 500 Risk-Controlled, for which only live portfolio data is used); for the ESG portfolio, due to it's limited backtested history, an appropriate proxy has been used to extend the analysis back to 2006 for Market Trust. Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

5-year returns

APY

b For the S&P Risk-Controlled portfolio, only live portfolio performance is used.

This graph utilizes live performance data as well as hypothetical past performance data of each portfolio from before their respective live dates (except for S&P 500 Risk-Controlled, for which only live portfolio data is used); for the ESG portfolio, due to it's limited backtested history, an appropriate proxy has been used to extend the analysis back to 2006 for Market Trust. Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

S&P 500 Risk-Controlled Portfolio

Return Attributionc

This graph shows the proportional contribution of each asset class to historical portfolio returns (covering both live and back-tested performance) over different look-back periods.

c For the S&P Risk-Controlled portfolio, only live portfolio performance is used.

This graph utilizes hypothetical past performance data of each portfolio until its live date (except for S&P 500 Risk-Controlled, for which only live portfolio data is used). Where back-tested portfolio performance is used, the past performance data is the result of a simulation carried out by Save on the basis of fixed portfolio construction parameters selected by Save in conjunction with historical market data (such as ETF levels and interest rates); future performance may be worse or better than the simulated past results. Where back-tested account returns are shown (for example for Market Savings or Market Trust), the results assume current funding rates had been in place throughout, and are net of fees. Please refer to the Hypothetical Back-testing page for more information.

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