Portfolio optimisation

Objective:

• Provide portfolio recommendations across all tax entities including individual/s, superannuation, SMSF, trust and companies.  

Suitable for:

• All clients. 

Key features:

• Optimisation performed over custom advice group recommended list. Multiple methods available for applying portfolio selection including: 

  • Mean various optimization (MVO);

  • Black Litterman model;

  • Portfolio score based on recognized outperformance factors value, size, yield, momentum & quality;

  • Portfolio score based on analyst and fund manager ratings via Thomson Reuters Lipper rating system.

• Combination of each method is available.

• Apply portfolio screens across managed funds and direct stocks. 

Results:

• Portfolio recommendations for direct equities and managed funds.  

• Metrics around the combined portfolio include standard deviation, Sharpe ratio, diversification score, range of expected returns. 

• Sector weightings, including any under or overweight sectors. 

• Portfolio scores (depending on optimisation method).