Amid Broad Strength, Asset Allocation Shifts Reflect Changing Leadership

by | Mar 4, 2024

Relative improvement pushes model to overweight commodities

Blue Heron Systematic Portfolios

Key Takeaways: Our systematic asset allocation model has reduced exposure to Fixed Income and further increased exposure to Commodities.

Composite: While trends are rising across the board, this months asset allocation shift reflects the movement in the ratio between Bonds and Commodities. The relative trend now favors Commodities.


Download the entire update to review the stand alone Equity and Fixed Income Portfolios.

Sectors Rotation: Our Blue Heron Sector Rotation Portfolio continues to avoid Utilities and Energy. Health Care and Consumer Staples are also underweighted in the model relative to their long-term average exposure.

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