Leveraged Model Portfolios · Socrates on Investing

Credit assumptions

Portfolio assumptions

Credit line, max LTV

Maximum Loan to Value (LTV) means the maximum amount of credit a lender advances against the whole portfolio value. It sets the ceiling on the credit drawn.

Credit drawn as % of total asset value

Leverage reset

Spread over base rate

Portfolio rebalancing

Back to the target weights. Same choices as the standard portfolios.

Expenses p.a.

Simulated running cost, as a daily NAV drag.

Period