FX | Monetary Policy & Inflation | Portfolio Updates | Rates
MH Model Portfolio: Taking Profit on Long UK 2Y
- By Bilal Hafeez
- 2 min read
While the Macro Hive Model Portfolio survived the SVB crisis, it has had a harder time over the past week, losing -0.5%. As it stands, it is up +4.5% YTD and had delivered 13.1% annualised returns with a 2.0 Sharpe ratio since inception (Chart 1 and Table 2).
While the Macro Hive Model Portfolio survived the SVB crisis, it has had a harder time over the past week, losing -0.5%. As it stands, it is up +4.5% YTD and had delivered 13.1% annualised returns with a 2.0 Sharpe ratio since inception (Chart 1 and Table 2).
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