Backtesting

ORSO Portfolio Backtest

This backtest analyzes a diversified portfolio based on Occupational Retirement Schemes Ordinance (ORSO) relevant funds.

Allocation

The portfolio is constructed with the following target allocations:

FundAsset ClassISINWeight
Global Bond FundFixed IncomeLU004838866340%
World FundEquityLU108416530430%
US Dollar Bond FundFixed IncomeLU023820066015%
European Multi Asset Income FundMulti-AssetLU005258847110%
US Dollar Cash FundCashLU03463914535%

Hypothesis

We simulate a portfolio starting with HKD 1,000,000. The strategy is a buy-and-hold approach with the specified weights. The simulation uses historical annualised return and volatility metrics from data/fund_metrics.json.

The benchmark is an MSCI World proxy with a 9.0% annual return assumption and 15.0% annual standard deviation. The risk-free rate is 4.5%.

Portfolio Result

MetricPortfolioBenchmark
Annualised return+2.02%+9.00%
Volatility, annualised~6.45%*15.00%
Sharpe ratio-0.380.30

*Volatility is estimated using weighted averages and historical correlation assumptions.

The portfolio prioritizes capital preservation and diversification over aggressive growth, resulting in significantly lower volatility compared to the equity-only benchmark. The lower annualised return reflects the high allocation (60%) to fixed income and cash instruments in a conservative retirement planning context.

Fund Metrics Snapshot

FundExpected ReturnRisk (Std Dev)
Global Bond Fund-2.50%4.19%
World Fund11.04%15.79%
US Dollar Bond Fund-0.30%6.23%
European Multi Asset Income Fund1.27%10.65%
US Dollar Cash Fund4.18%0.51%

Methodology

The backtest uses a weighted average of historical annualised return and volatility inputs. It assumes a correlation model where fixed income and equity provide diversification benefits. This is a modelled hypothesis for ORSO retirement planning and does not account for fees, taxes, or rebalancing costs.

Source data derived from data/fund_metrics.json updated on 2026-05-17.

ORSO Fidelity Portfolio Backtesting