2 6
Global Allocation

Asset Management

Key metrics

Facts about the moderate risk portfolio

>3500
COMPANIES
>2800
BONDS
>6500
ASSETS
>80
COUNTRIES
>17
COMMODITY MARKETS
>11
INVESTMENT PRODUCTS
>48
CAPITAL ALLOCATION MODELS
>90
ALPHA STRATEGIES
8.7%
AVERAGE ANNUAL RETURN
1.67
ANNUAL AVERAGE SHARP RATIO

Outperforming benchmarks in each market conditions

Comparison of EIG Balanced USD portfolio with the relevant* benchmark Bridgewater All Weather Portfolio (Ray Dalio)

The superiority over the benchmark over 14 years is 102.55%
with a Sharpe ratio of 1.51 versus 1.01 respectively.

* The components of these portfolios are identical.