Model portfolios
Portfolio models built for wealth managers.
Rules-based models for Philippine and US equities. License and customize parameters for your clients.
High Dividend Growth Portfolio
Balancing income and growth from quality dividend payers.
Our studies show that a portfolio geared towards dividend growth outpaced a high yield portfolio in total returns and we built our strategy around that finding.
- Since 31 Dec 2024
- +19.1%
- PSEi, same period
- −11.4%
- Difference vs PSEi
- +30.5 pts
- Model return minus the PSEi's
- Max drawdown
- −9.0%
- Largest fall from a peak
- Volatility
- 11.4%
- Annualised
- Sharpe ratio
- 0.94
- Annualised, 0% risk-free rate
- Style
- Dividend income and growth
- Universe
- Dividend-paying PSE stocks
- Holdings
- 10 PSE stocks
- Position cap
- 15% per stock
- Risk
- Moderate
20 Oct 2026: +19.1% model, −11.4% PSEi
| Period | Model | PSEi |
|---|---|---|
| Since 31 Dec 2024 | +19.1% | −11.4% |
| This year | −0.9% | −4.1% |
| One year | +4.0% | −4.6% |
| Six months | −4.3% | −3.5% |
| Three months | −4.2% | −9.5% |
How the model is built
Starting universe
- Every dividend-paying stock listed on the Philippine Stock Exchange.
Eligibility
- Two years of stable profit.
- Two years of consistent dividends.
- Positive dividend growth projections.
- At least ₱5 million traded a day, on average.
Construction
- The eligible names with the highest projected dividend yield.
- Then those with the best growth potential.
- Weighted in proportion to yield.
- Exposure capped at 15% per stock.
Final portfolio
- High-yield, consistent dividend payers of good financial quality, with potential for capital gains.
Smart Momentum Quant Portfolio
Systematically positioned in the market's strongest trends.
A quantitative model ranks the universe by how strongly and how steadily it is trending and invests in the best ranks. It is sector agnostic and expect concentration.
- Since 7 Jan 2026
- −0.2%
- PSEi, same period
- −7.7%
- Difference vs PSEi
- +7.6 pts
- Model return minus the PSEi's
- Max drawdown
- −12.4%
- Largest fall from a peak
- Volatility
- 17.1%
- Annualised
- Sharpe ratio
- 0.07
- Annualised, 0% risk-free rate
- Style
- Quantitative momentum, sector agnostic
- Universe
- Liquid PSE stocks
- Holdings
- 10 PSE stocks
- Position cap
- 25% per stock
- Rebalancing
- Quarterly
- Risk
- High
20 Oct 2026: −0.2% model, −7.7% PSEi
| Period | Model | PSEi |
|---|---|---|
| Since 7 Jan 2026 | −0.2% | −7.7% |
| This year | −0.2% | −7.7% |
| One year | — | — |
| Six months | −1.2% | −3.5% |
| Three months | +2.5% | −9.5% |
How the model is built
Ranking
- A statistical measure of each stock's price trend.
- It scores both direction and consistency.
- Steady, persistent uptrends score highest.
Eligibility
- A minimum value traded each day.
- Enough trading history to measure.
- Part of the investable universe.
Construction
- The top-ranked stocks enter the portfolio.
- Stronger trends get larger positions.
- Exposure capped at 25% per stock.
Rebalance
- Every stock is re-ranked from scratch.
- Trends that persist are kept.
- Fading names are replaced by emerging leaders.
Important information
Figures are for the model portfolios as tracked daily from their inception dates, and are not the returns of any client account. The PSEi is a price index and does not include dividends. Past performance does not guarantee future results, and the value of an investment can fall as well as rise.