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Investment Portfolios

Save Portfolios

Save Global Diversified Markets Portfolios

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.

The portfolios invest across global equities, government and corporate bonds, inflation-protected bonds, real estate, gold, and the broad commodity universe.

The rules-based approach assesses the trend and risk of each asset on a daily basis, as well as their correlations, subsequently allocating more weight to the assets expected to outperform while maintaining a diversified portfolio - seeking to maintain a stable level of volatility and minimize drawdowns.

See Asset Allocation

Save ESG Portfolio

The ESG Portfolio utilizes the same sophisticated, rules-based investment techniques as the original Save Global Diversified Markets Indices and maintains a similar global multi-asset class approach, while utilizing ESG-focused ETFs and avoiding investments in certain commodities like agriculture and livestock.

Specifically, for index components that involve companies (rather than countries), such as equities and corporate bonds, the Index invests in iShares ESG Aware ETFs. These seek to provide similar risk and return as their respective broad market benchmarks, while only selecting companies deemed acceptable under the specific environmental, social, and governance rule.

To learn more about iShares ESG Aware, visit
www.ishares.com.

See Asset Allocation

Investment Portfolio Methodology

Trend Assessment

We measure the trend of each component by comparing its current level with 126 previous levels available for a given component and calculating what percentage of the previous levels are below the current level. Then, this number is adjusted for the component volatility, so the trend is adjusted for the component risk.

Adjusted Risk Contribution

We allocate more risk to components with a higher trend score. Components are first placed into three sub-groups based on their behavior. Then each component is designated a weight within its sub-group (a higher trending component receives a higher risk allocation). Finally, each sub-group is allocated a weight, where higher trending sub-groups receive a higher risk-based allocation.

Volatility Control

The last step in the portfolio construction is the volatility control; asset weights calculated in the previous step are used to assess the expected volatility of the overall portfolio, considering the recent realized volatility of each underlying and their respective correlations. The overall portfolio exposure level is then determined in order to target a realized volatility for the index of 2.5%.

Analyzer

Use this tool to visualize the elements of the Save Portfolio Strategy: The portfolio strategy that is the basis for the Save Security Returns; The enhanced returns provided by the Save Security; and the ETFs that compose the Save Portfolio Strategy.

Save Investment Portfolio Returns

Use this tool to visualize elements of the performance of the Save Investment Portfolios.

Index Performance

This is the performance of the Save Portfolio Strategy over the recent years - 1, 5, or 10 years - and since inception. The goal of the volatility control mechanism is to limit the strategy’s portfolio level exposure to historically volatile assets during times of high volatility.

Return Components

These are the components used for the Save Portfolio Strategy and how much each contributed to the returns.

ESG Focused

Save Investment Portfolio Returns

Use this tool to visualize elements of the performance of the Save Investment Portfolios.

ESG Focused

Index Performance

This is the performance of the Save Portfolio Strategy over the recent years and since inception. The goal of the volatility control mechanism is to limit the Strategy’s portfolio level exposure to historically volatile assets during times of high volatility.

ESG Focused

Return Components

These are the components used for the Save Portfolio Strategy and how much each contributed to the returns.

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