Model Portfolio Update 5/12/24

Model Portfolio Update 5/12/24 For the first weekly model portfolio review, a fulsome discussion of the book and concepts behind its construction today.  Future notes will embrace brevity keep discussion confined to more recent/pending thoughts on positioning.  Unless I hear otherwise, of course. At the close on Friday, the model portfolio is +719 bps YTD and +766 bps since inception (Dec ’23). Source: Bloomberg, Sankey Research Performance The portfolio was effectively flat (+5 bps) on the for …

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