Yes I am aware that even UT is affected by the market.

I'm thinking at a percentage of 7-10%? Is that reasonable?

The main goal here is for me to start somewhere, and move and learn from there on. But i am still a bit confused on which fund to start with?

What is your take on AmCumulative or Ponzi 2.0?

Of course its still unknown, but we can use the past performance as an indicator on how the portfolio is going to perform in the future.

I dont mind taking risk, but based on past performance the agressive and balance ROI does not differ much. So is it necessary to go for agressive when balanced is performing and performed well so far?

does this ringgit rise across the whole Asian currencies that are in the asset of the fund(s) ?
does the quantum of ringgit rise is at the same % of the rise in the stock prices of the stocks that the fund(s) held?
does the fund(s) have any currencies hedging?

Diversify and be less concerned about the daily movement of the fiancial happenings, be it currencies, indexes, kim or trump.

for those guys invested in managed portfolios, did you see a better return compared to DIY ?  can share ?  tqvm

managed port

-1.8%

kgf from 14 to 8... hmm.

where is the CNY and GE factor....

now you know why I so frustrated le.

every Q charge some more.

fyi...this is the reply I gets when I directed this LYN subject and post to them...

"Thanks for your email.

Kindly be informed that in the event of portfolio adjustment/rebalancing, the weighted return of performance of individual funds will not tie with the returns of the portfolio. This is due to the fact that the underlying funds reported in factsheets are reflective of positions of the portfolio at the end of the month. In general during portfolio adjustments, the positions of underlying funds change over the period of the month as funds are switched out first then subsequently new funds are switched in. For instance, new underlying funds’ 1-month return is not accurate attribution to portfolios’ 1-month return as these new funds may be included in the portfolio mid-month.

Below is the series of events that took place during Feb’s portfolio adjustment for your reference:

8th Feb –  switch sell Eastspring Investments Global Leaders MY Fund {“EIGL”);
14th Feb – switch buy United Global Quality Equity Fund – MYR Hedged (“UGQE”);
28th Feb – reporting date for month of Feb. Underlying funds reported in factsheets is reflective of positions at 28th Feb.
The model portfolio(excluding cost) return calculation includes the benefit gained during the rebalancing process as the  transaction of selling EIGL took place when it was at a relatively high value and buying of UGQE took place at a dip as markets were experiencing volatility due to sell-offs. In this particular change, we missed out on market downturn during selling. This benefit of rebalancing would not be captured when one performs a quick return attribution on an individual fund basis for a given time period due the different time periods of entry and exit of funds within the month.

We hope this clarifies. Thank you".

anyway....
looking at the variance of ROI results between them and us, and looking at the % of the funds that are involved in the change for the month..... I still have doubt