15th February 2019

Levendi 1 year volatility/return vs other assets

The previous article titled risk / return analysis of defined return funds shows the strong sector wide performance of defined return funds since January 2018 (Levendi inception). Levendi is at the top of this list with regard to return and toward the bottom end for realised volatility, a strong position to be in. So we know that the sector and the Fund performed strongly in 2018 but what if we decided to allocate into different asset classes?

The below graph shows us risk and return profiles of major asset classes.

Within each asset class we have included:

Bonds – Global aggregate core, European aggregate core, UK aggregate core, UK Gov core, Euro ILBs and UK ILBs

Commodities – S&P GSCI, Gold, Silver, Gasoline and Brent Crude

Equities – Global, US large cap, UK, European and EM

Cash – Sterling, Euro and EM

Property – REIT (FTSE NAREIT All Equity REIT)