powerpoint presentation · 2020-05-06 · hungarian forint usdhuf 322 317 315 313 312 polish zloty...
TRANSCRIPT
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Weight Change (QoQ)
Global Investment Grade Bonds 46% -2%
APAC ex JP / Emerging Market Bonds 44% 0%
Cash 10% 2%
Weight Change (QoQ)
Global Investment Grade Bonds 21% -2%
Global High Yield Bonds 2% 0%
APAC ex JP / Emerging Market Bonds 14% 0%
US Equities 30% 0%
Europe Equities 8% 2%
Japan Equities 4% 0%
Asia ex Japan Equities 18% 0%
Cash 3% 0%
Weight Change (QoQ)
Global Investment Grade Bonds 4% -1%
Global High Yield Bonds 0% -2%
APAC ex JP / Emerging Market Bonds 5% 0%
US Equities 38% 2%
Europe Equities 9% 1%
Japan Equities 4% 0%
Asia ex Japan Equities 23% 0%
GEM ex-Asia 2% 0%
Commodities 2% 0%
Hedge Funds 12% 0%
Cash 1% 0%
Weight Change (QoQ)
Global High Yield Bonds 0% -1%
US Equities 44% 0%
Europe Equities 9% 0%
Japan Equities 4% 1%
Asia ex Japan Equities 27% 0%
GEM ex-Asia 2% 0%
Hedge Funds 14% 0%
Last price 52-Week 52-Week
30-Sep-20 High Low 1 week 1 month 1 year Year-to-date
US / Global
Dow Jones Industrial Average 27781.70 29568.57 18213.65 3.81% -2.28% 3.21% -2.65%
S&P 500 3363.00 3588.11 2191.86 3.90% -3.92% 12.98% 4.09%
NASDAQ 11167.51 12074.06 6631.42 5.03% -5.16% 39.61% 24.46%
Europe
MSCI Europe 430.73 492.21 306.80 0.75% -3.53% -3.68% -11.30%
Stoxx Europe 600 361.09 433.90 268.57 0.43% -1.48% -8.15% -13.17%
FTSE100 5866.10 7689.67 4898.79 -0.56% -1.63% -20.82% -22.23%
CAC40 4803.44 6111.41 3632.06 0.02% -2.91% -15.40% -19.65%
DAX 12760.73 13795.24 8255.65 0.93% -1.43% 2.68% -3.69%
Japan
NIKKEI225 23185.12 24115.95 16358.19 -0.69% 0.20% 6.57% -1.99%
Topix 1625.49 1747.20 1199.25 -1.14% 0.45% 2.37% -5.57%
Emerging Markets
MSCI Emerging Market 1082.00 1150.91 751.76 0.40% -1.77% 8.09% -2.93%
MSCI Latin America 1828.16 2988.77 1364.55 -0.31% -5.54% -31.45% -37.34%
MSCI Emerging Europe 135.47 201.86 100.91 -0.55% -8.18% -20.61% -29.81%
MSCI EM Middle East & Africa 208.60 271.86 158.71 0.75% -2.72% -14.85% -22.04%
Brazil Bovespa 94603.40 119593.10 61690.50 -1.18% -4.80% -9.68% -18.20%
Russia RTS 1178.51 1651.82 808.79 -1.44% -6.36% -11.65% -23.91%
Asia
MSCI Asia ex-Japan 712.51 741.31 495.22 0.24% -1.68% 15.34% 3.52%
Australia S&P/ASX 200 5815.94 7197.20 4402.50 -1.82% -4.03% -13.04% -12.99%
China HSCEI (H-shares) 9397.37 11502.47 8290.34 -1.69% -5.95% -7.88% -15.85%
China Shanghai Composite 3218.05 3458.79 2646.81 -1.88% -5.23% 10.77% 5.51%
Hong Kong Hang Seng 23459.05 29174.92 21139.26 -1.19% -6.82% -10.09% -16.78%
India Sensex30 38067.93 42273.87 25638.90 1.06% -1.45% -1.55% -7.72%
Indonesia JCI 4870.04 6348.53 3911.72 -0.97% -7.03% -21.06% -22.69%
Malaysia KLCI 1504.82 1618.01 1207.80 0.56% -1.34% -4.99% -5.28%
Korea KOSPI 2327.89 2458.17 1439.43 -0.23% 0.07% 12.84% 5.93%
Philippines PSE 5864.23 8216.92 4039.15 -0.48% -0.34% -24.62% -24.96%
Singapore STI 2466.62 3285.72 2208.42 -0.59% -2.60% -20.94% -23.46%
Taiwan TAIEX 12515.61 13031.70 8523.63 -0.54% -0.60% 15.57% 4.32%
Thailand SET 1237.04 1642.50 969.08 -2.13% -5.62% -24.44% -21.70%
Commodity
Oil 40.22 65.65 -40.32 0.73% -5.61% -25.61% -34.13%
Gold spot 1885.82 2075.47 1445.70 1.21% -4.17% 28.07% 24.29%
Historical Returns (%)
Last price
Currency 30-Sep-20 Dec-20 Mar-21 Jun-21 Sep-21
G10-US Dollar
Euro EURUSD 1.17 1.19 1.21 1.22 1.23
Japanese yen USDJPY 105.5 107 107 107 107
British Pound GBPUSD 1.29 1.29 1.31 1.33 1.35
Swiss Franc USDCHF 0.92 0.92 0.91 0.90 0.91
Australian Dollar AUDUSD 0.72 0.73 0.74 0.74 0.74
New Zealand NZDUSD 0.66 0.66 0.66 0.66 0.66
Canadian Dollar USDCAD 1.33 1.29 1.28 1.27 1.25
EM Asia
Chinese Renminbi USDCNY 6.79 6.78 6.76 6.74 6.69
Hong Kong USDHKD 7.75 7.75 7.76 7.76 7.76
Indonesian Rupiah USDIDR 14,880 14,264 14,005 13,853 14,094
Indian Rupee USDINR 73.8 72.8 72.6 72.6 72.9
Korean Won USDKRW 1,170 1,178 1,171 1,164 1,161
Malaysian Ringgit USDMYR 4.16 4.16 4.15 4.15 4.13
Philippine Peso USDPHP 48.5 48.6 48.7 48.9 49.1
Singapore Dollar USDSGD 1.37 1.38 1.37 1.37 1.37
Thai Baht USDTHB 31.7 31.2 31.2 31.1 31.1
Taiwan Dollar USDTWD 29.0 29.2 29.2 29.1 28.9
EM Europe
Czech Koruna USDCZK 23.1 22.2 21.7 21.3 21.1
Hungarian Forint USDHUF 310 305 302 299 297
Polish Zloty USDPLN 3.87 3.74 3.64 3.56 3.53
Israeli Shekel USDILS 3.43 3.37 3.35 3.34 3.33
Russian Ruble USDRUB 77.6 71.6 69.0 67.1 67.7
Turkish Lira USDTRY 7.72 7.85 8.07 8.26 8.31
South African Rand USDZAR 16.75 16.67 16.57 16.52 16.62
EM Latam
Brazilian Real USDBRL 5.61 5.38 5.36 5.35 5.34
Chilean Peso USDCLP 784 762 752 745 744
Mexican Peso USDMXN 22.1 21.7 21.7 21.7 21.8
Colombian Peso USDCOP 3,829 3,666 3,629 3,593 3,563
Forecasts