FT Passive Risk 9 EUR

FT Passive Risk 9 EUR portfolio is a passive long-only investment portfolio that includes only EUR-denominated ETFs and has the highest risk level (9 out of 9). The asset allocation between fixed income and equity instruments define the risk level of a portfolio. The equity part of the portfolio has a geographical allocation that is proportionate to the weight of a region (e.g. North America, Eurozone etc.) in the global market capitalisation. The weights of specific ETFs are defined on basis of expected risk-adjusted return, which is estimated through Monte Carlo sampling. Rebalancing is calendar-driven (once a quarter).