Learn how your peers are positioning their portfolios through discussions of timely portfolio construction trends and analysis of advisor portfolio data.
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Explore our analysis of advisor models from across the industry using our Aladdin® risk management platform. Each edition contains advisor model data collected by BlackRock over the prior 12 months. Our Winter 2022 analysis of 19,003 models revealed:
Bond allocations falling
Despite higher yields, bond allocations within portfolios has been falling, but so has volatility. This suggests a shift to defensive equities.
Fixed Income duration down, yield and volatility up
Portfolio yields have benefited from increased Fed Funds rate, but the larger percentage of high yield in portfolios vs the benchmark has contributed to higher volatility.
Commodities remain a large portion of alternative sleeves
Alternatives are present in nearly half of all portfolios (48%), with commodities featuring in 25% of all portfolios.