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Deutsche Bank’s SPY model portfolio up slightly in December

Thu, 03/01/2013 - 10:29

Deutsche Bank’s US equity market (SPY) ETF model portfolio swung up and down to the tune of the “Fiscal Cliff” negotiations during December, ending the month up slightly.

The broad US fixed income market (BND) was down by 1.07 per cent, and the commodity market (DBC) retreated similarly by 1.14 per cent during the same period.

Deutsche Bank’s Diversified Momentum Portfolio (DMP) was up by 0.92 per cent in December. The equity market and firm’s multi asset class benchmark meanwhile were mixed, with the first up by 0.18 per cent and the second down by 0.46 per cent.

Most of the portfolios experienced almost a complete membership reconstitution. In terms of portfolio weights, the asset class weights remained unchanged. Global sectors remain the top allocation with 40 per cent, followed by currencies, commodities, and treasuries with 30 per cent, 20 per cent, and 10 per cent, respectively.

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