Portfolio Construction

Asset Management

• Observations

• Portfolio Construction

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Performance of a 60:40 Portfolio in the UK in the 1970s

Chart Excerpt

Henry Maxey, Chief Investment Officer

Ruffer, Dismantling the deflation machine, The Ruffer Review 2020

Thinking Ahead Institute research and secondary sources

Willis Towers Watson, Global Pension Assets Study 2020

Aggregate P7 asset allocation from 1999 to 2019

Thinking Ahead Institute research and secondary sources

Willis Towers Watson, Global Pension Assets Study 2020

Domestic equity over total equity exposure

Thinking Ahead Institute research and secondary sources

Willis Towers Watson, Global Pension Assets Study 2020

Thinking Ahead Institute research and secondary sources

Willis Towers Watson, Global Pension Assets Study 2020

Healthcare of Ontario Pension Plan (HOOPP) Portfolio vs. Traditional Portfolio

Healthcare of Ontario Pension Plan (HOOPP), August 2020

"All of the wealth creation can be attributed to the thousand top-performing stocks, while the remaining 96 percent of stocks collectively matched one-month T-bills."

Prof. Hendrik Bessembinder, Francis J. and Mary B. Labriola

Arizona State University, W. P. Carey School of Business, May 2018

From allocation of investments in risk classes to structuring investments around risk factors

ATP, 2016

Illustrative breakdown of ATP assets into risk factors

Portfolio construction overhauled to strengthen ATP's investments and risk management

ATP, 2016

New long-term guideline for risk allocation in ATP's investment portfolio

Portfolio construction overhauled to strengthen ATP's investments and risk management

ATP, 2016

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