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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 reduce drawdowns.
See Asset AllocationSave ESG Portfolio
The ESG portfolio utilizes the same sophisticated, rules-based investment techniques as the original Save Global Diversified Markets portfolios 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 equities and corporate bonds, the Portfolio 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 specific environmental, social, and governance rules.
When you select the ESG portfolio and make deposits, Save will plant trees in New York state on your behalf. To learn more, visit our Plant a Tree page.
See Asset AllocationSave Global Multi-Strategy Portfolio
The Global Multi-Strategy portfolio seeks to generate returns across market regimes by combining 6 sub-strategies covering a range of asset classes.
Each sub-strategy has been built using a cutting-edge quantitative approach – the culmination of a decade of research and development – that aims to exploit how financial markets respond to the evolution of themes and patterns, or ‘narratives’.
This portfolio has been designed in partnership with a sophisticated hedge fund and uses many of the same daily signals that they use, providing a version of a hedge fund strategy applied to liquid ETFs.
The portfolio takes long and short ETF positions.
See Asset AllocationInvestment 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.
Global Diversified Markets
Conservative
Conservative
Save Global Diversified Markets -
Portfolio Performance (back-tested and live)¹
This graph shows the historical performance (back-tested and live) of the Portfolio over different look-back periods.
¹ Back-tested up to October 28, 2020, and live thereafter.
This graph displays hypothetical past performance data until the Live Date of the Portfolio. The hypothetical 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.
SAVE GLOBAL DIVERSIFIED MARKETS -
Portfolio Returns (back-tested and live)²
These graphs show the historical, annualized returns (back-tested and live) of the Portfolios over different return windows; all results are shown since the inception date of each respective Portfolio.
Annualized Return
² Back-tested up to October 28, 2020, and live thereafter.
This graph displays hypothetical past performance data until the Live Date of the Portfolio. The hypothetical 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.
SAVE GLOBAL DIVERSIFIED MARKETS -
Portfolio Return Attribution (back-tested and live)³
This graph shows the contribution of each asset class to the Portfolio returns (back-tested and live) over different look-back periods.
³ Back-tested up to October 28, 2020, and live thereafter.
This graph displays hypothetical past performance data until the Live Date of the Portfolio. The hypothetical 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.
Save ESG Portfolio
Portfolio Performance (back-tested and live)¹
This graph shows the historical returns (back-tested and live) of the Portfolio over different look-back periods.
¹ Back-tested up to July 12, 2022, and live thereafter.
This graph displays hypothetical past performance data until the Live Date of the Portfolio. The hypothetical 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.
Save ESG Portfolio
Portfolio Returns (back-tested and live)²
These graphs show the historical, annualized returns (back-tested and live) of the Portfolios over different return windows; all results are shown since the inception date of each respective Portfolio.
Annualized Return
³ Back-tested up to July 12, 2022, and live thereafter.
This graph displays hypothetical past performance data until the Live Date of the Portfolio. The hypothetical 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.
Save ESG Portfolio
Portfolio Return Attribution (back-tested and live)³
This graph shows the contribution of each asset class to the Portfolio returns (back-tested and live) over different look-back periods.
³ Back-tested up to July 12, 2022, and live thereafter.
This graph displays hypothetical past performance data until the Live Date of the Portfolio. The hypothetical 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.
SAVE GLOBAL MULTI-STRATEGY
Portfolio Performance (back-tested and live)¹
This graph shows the historical performance (back-tested and live) of the Portfolio over different look-back periods.
¹ Back-tested up to November 18, 2022, and live thereafter.
This graph displays hypothetical past performance data until the Live Date of the Portfolio. The hypothetical 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.
SAVE GLOBAL MULTI-STRATEGY
Portfolio Returns (back-tested and live)²
These graphs show the historical, annualized returns (back-tested and live) of the Portfolios over different return windows; all results are shown since the inception date of each respective Portfolio.
Annualized Return
² Back-tested up to November 18, 2022, and live thereafter.
This graph displays hypothetical past performance data until the Live Date of the Portfolio. The hypothetical 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.
SAVE GLOBAL MULTI-STRATEGY
Portfolio Return Attribution (back-tested and live)³
This graph shows the contribution of each asset class to the Portfolio returns (back-tested and live) over different look-back periods.
³ Back-tested up to November 18, 2022, and live thereafter.
This graph displays hypothetical past performance data until the Live Date of the Portfolio. The hypothetical 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.