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MODEL  RISK AND RETURN EXPECTATIONS  SAA
CONSERVATIVE 
Global Equities Unhedged 7.50% Mean nominal return p.a. 2.10%

 

20% Growth 

NZ Model Portfolios 80 to 20 Small

Global Equities Hedged 7.50% Mean real return p.a. 0.40%
NZ equities 5.00% Volatility p.a.  3.80%
Global Listed Infrastructure Hedged 0.00% Probability of 10-year loss 4.80%
Growth assets 20.00% Probability 10-year real loss 41.50%
Global Fixed Interest Hedged 40.00% 5% nominal VAR 0.00%
NZ Fixed Interest 20.00% Sharpe ratio 0.26
NZ Cash 20.00%

Income assets 80.00%

BALANCED 
Global Equities Unhedged 15.00% Mean nominal return p.a. 3.70%

 

50% Growth 

NZ Model Portfolios 50 to 50 Small

Global Equities Hedged 15.00% Mean real return p.a. 1.90%
NZ equities 10.00% Volatility p.a.  7.90%
Global Listed Infrastructure Hedged 10.00% Probability of 10-year loss 9.20%
Growth assets 50.00% Probability 10-year real loss 24.50%
Global Fixed Interest Hedged 30.00% 5% nominal VAR -0.80%
NZ Fixed Interest 15.00% Sharpe ratio 0.33
NZ Cash 5.00%

Income assets 50.00%

GROWTH  
Global Equities Unhedged 22.50% Mean nominal return p.a. 5.00%

 

75% Growth 

NZ Model Portfolios 80 to 20 Small

Global Equities Hedged 22.50% Mean real return p.a. 3.20%
NZ equities 15.00% Volatility p.a.  11.60%
Global Listed Infrastructure Hedged 15.00% Probability of 10-year loss 11.80%
Growth assets 75.00% Probability 10-year real loss 21.80%
Global Fixed Interest Hedged 17.50% 5% nominal VAR -1.80%
NZ Fixed Interest 7.50% Sharpe ratio 0.34
NZ Cash 0.00%

Income assets 25.00%

 

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