Model Portfolio Solutions by Peregrine & Black

Responsible Investment Model Portfolios

Our Responsible Investment Model Portfolios are managed by Chris Redman and supported by extensive Specialist research and the strategy expertise of PBIM investment professionals. The proposition provides a range of five investment portfolios (Cautious, Moderately Cautious, Moderate Risk, Moderately Aggressive and Aggressive portfolios) which offer clients diversified exposure to global financial markets with a strong Responsible Investment focus.

We invest primarily in actively managed collective investments. The investment universe consists of equities, fixed interest, property and some alternatives. We also use specialist thematic investment funds.

With each portfolio we endeavour to achieve the best risk adjusted return for each strategy over the longer term. As a benchmark we use the peer group and aim to produce leading relative performance over the longer term.

These outcomes are obtained by following a three-stage approach to portfolio construction:

Strategic Asset Allocation - Structuring the portfolios to reflect the targeted long term risk profile.
Tactical Asset Allocation - Portfolio adjustments to exploit short term market opportunities.
Fund Selection - Identifying the investment themes and leading funds to target sustained outperformance.

View our brochure pdf

Responsible Investment Models vs Peer Group Average - Figures up to end December 2021

Cautious

The strategy is designed to produce modest steady returns across the market cycle with limited downside risk. The strategy will operate within the bounds of the IA OE Mixed Investment 0-35% equities. The portfolio is diversified across major asset classes and geographically.

  
      Cautious
      2013
      2014
      2015
      2016
      2017
      2018
      2019
      2020
      2021
    

  
      PBIM Responsible Cautious Portfolio
      N/A
      9.36
      2.7
      11.94
      9.1
      -4.09
      13.77
      6.94
      4.00
    

      Peer Group (IA 0-35%)
      N/A
      5.31
      0.85
      9.06
      5.01
      -3.41
      8.80
      3.98
      2.60
    

      Relative +/-
      
      4.05
      1.85
      2.88
      4.09
      -0.68
      4.97
      2.96
      1.40
    

Cautious	2013	2014	2015	2016	2017	2018	2019	2020	2021
PBIM Responsible Cautious Portfolio	N/A	9.36	2.7	11.94	9.1	-4.09	13.77	6.94	4.00
Peer Group (IA 0-35%)	N/A	5.31	0.85	9.06	5.01	-3.41	8.80	3.98	2.60
Relative +/-		4.05	1.85	2.88	4.09	-0.68	4.97	2.96	1.40

Link to factsheet

Moderately Cautious

The strategy is designed to produce steady returns across the market cycle with lower-than-average downside risk. The strategy will operate within the bounds of the IA OE Mixed Investment 20-60% equities. The portfolio is diversified across major asset classes and geographically.

   
      Moderately Cautious
      2013
      2014
      2015
      2016
      2017
      2018
      2019
      2020
      2021
    

  
      PBIM Responsible Moderately Cautious Portfolio
      N/A
      8.95
      3.41
      12.72
      10.08
      -5.02
      16.1
      7.15
      6.40
    

      Peer Group (IA 20-60%)
      N/A
      5.04
      1.51
      10.57
      7.27
      -5.1
      12.09
      3.50
      6.30
    

      Relative +/-
      
      3.91
      1.9
      2.15
      2.81
      -0.09
      4.01
      3.65
      0.10
    

Moderately Cautious	2013	2014	2015	2016	2017	2018	2019	2020	2021
PBIM Responsible Moderately Cautious Portfolio	N/A	8.95	3.41	12.72	10.08	-5.02	16.1	7.15	6.40
Peer Group (IA 20-60%)	N/A	5.04	1.51	10.57	7.27	-5.1	12.09	3.50	6.30
Relative +/-		3.91	1.9	2.15	2.81	-0.09	4.01	3.65	0.10

Link to factsheet

Moderate risk

The strategy is designed to produce moderate total returns across the market cycle with average downside risk. The strategy will operate within the bounds of the IA OE Mixed Investment 20-60% equities. The portfolio is diversified across major asset classes and geographically.

  
      Moderate Risk
      2013
      2014
      2015
      2016
      2017
      2018
      2019
      2020
      2021
    

  
      PBIM Responsible Moderate Risk Portfolio
      15.78
      8.53
      4.14
      13.18
      11.1
      -5.27
      18.24
      8.43
      8.80
    

      Peer Group (IA 20-60%)
      9.21
      5.04
      1.51
      10.57
      7.27
      -5.11
      12.09
      3.50
      6.30
    

      Relative +/-
      6.57
      3.49
      2.63
      2.61
      3.83
      -0.16
      6.15
      4.93
      2.50
    

Moderate Risk	2013	2014	2015	2016	2017	2018	2019	2020	2021
PBIM Responsible Moderate Risk Portfolio	15.78	8.53	4.14	13.18	11.1	-5.27	18.24	8.43	8.80
Peer Group (IA 20-60%)	9.21	5.04	1.51	10.57	7.27	-5.11	12.09	3.50	6.30
Relative +/-	6.57	3.49	2.63	2.61	3.83	-0.16	6.15	4.93	2.50

Link to factsheet

Moderately Aggressive

The strategy is designed to produce above average total returns across the market cycle with above average downside risk. The strategy will operate within the bounds of the IA OE Investment 40-85% equities. The portfolio is diversified across major asset classes and geographically.

   
      Moderately Aggressive
      2013
      2014
      2015
      2016
      2017
      2018
      2019
      2020
      2021
    

  
      PBIM Responsible Moderately Aggressive Portfolio
      n/a
      6.21
      4.76
      13.07
      12.84
      -6.48
      19.49
      7.98
      11.10
    

      Peer Group (IA 40-85%)
      n/a
      4.99
      2.83
      13.28
      10.05
      -6.07
      15.94
      5.50
      11.10
    

      Relative +/-
      
      1.22
      1.93
      -0.21
      2.79
      -0.41
      3.55
      2.48
      0.00
    

  

Moderately Aggressive	2013	2014	2015	2016	2017	2018	2019	2020	2021
PBIM Responsible Moderately Aggressive Portfolio	n/a	6.21	4.76	13.07	12.84	-6.48	19.49	7.98	11.10
Peer Group (IA 40-85%)	n/a	4.99	2.83	13.28	10.05	-6.07	15.94	5.50	11.10
Relative +/-		1.22	1.93	-0.21	2.79	-0.41	3.55	2.48	0.00

Link to factsheet

Aggressive

The strategy is designed to produce significantly above average total returns across the market cycle whilst accepting significant downside risk. The strategy will operate within the bounds of the IA OE Investment 40-85% equities. The portfolio is predominately equity based and globally focussed.

     
      Aggressive
      2013
      2014
      2015
      2016
      2017
      2018
      2019
      2020
      2021/th>
    

  
      PBIM Responsible Aggressive Portfolio
      n/a
      5.84
      6.31
      12.75
      13.93
      -7.6
      20.73
      9.44
      14.00
    

      Peer Group (IA 40-85%)
      n/a
      4.99
      2.83
      13.28
      10.05
      -6.07
      15.94
      5.50
      11.10
    

      Relative +/-
      
      0.85
      3.48
      -0.53
      3.88
      -1.53
      4.79
      3.94
      2.90
    

Aggressive	2013	2014	2015	2016	2017	2018	2019	2020	2021/th>
PBIM Responsible Aggressive Portfolio	n/a	5.84	6.31	12.75	13.93	-7.6	20.73	9.44	14.00
Peer Group (IA 40-85%)	n/a	4.99	2.83	13.28	10.05	-6.07	15.94	5.50	11.10
Relative +/-		0.85	3.48	-0.53	3.88	-1.53	4.79	3.94	2.90

Link to factsheet