Investment Strategies

Strategies suitable for a long-term horizon. Read more about our approach here.

Strategy Start year Annual Return Max Drawdown Sharpe Ratio Sortino Ratio Beta Alpha YTD MTD
αc Compound Portfolio Comb 2008 36.6% -28.5% 1.74 2.53 - - 6.1% 7.1%
αc Compound Portfolio I 2007 22.1% -38.2% 1.19 1.72 - - 15.4% 5.5%
αc Compound Portfolio II 2008 39.9% -31.9% 1.71 2.51 - - 5.8% 6.5%
αc Compound Portfolio III 2008 38.4% -32.4% 1.69 2.44 - - 8% 7.4%
αc Compound Portfolio IV 1997 33.3% -44.1% 1.33 1.99 - - 2.6% 7.5%
αc Developed Markets 1970 15.9% -26.2% 1.23 1.79 - - 10.9% 5.6%
αc Funds of Funds I 1976 13.2% -18.3% 1.52 2.23 - - 2.8% 4.6%
αc Funds of Funds I (CH) 1980 17% -21.5% 1.62 2.39 - - 2.8% 4.6%
αc Funds of Funds II 1976 9.7% -12% 1.77 2.62 - - 0.1% 2.7%
αc Funds of Funds III 1976 15.3% -19.8% 1.48 2.17 - - 5.4% 5.1%
αc Funds of Funds IV 2009 19.8% -23.1% 1.59 2.25 - - 6.1% 5.9%
αc Funds of Funds IX 1977 16% -20.9% 1.69 2.56 - - 4.4% 2.2%
αc Funds of Funds IX (CH) 1980 20% -18.4% 1.8 2.74 - - 4.4% 2.2%
αc Funds of Funds IX (M) 1977 15.9% -20.9% 1.69 2.56 - - 4.4% 2.2%
αc Funds of Funds IX (RA) 2013 13.6% -14% 1.37 2 - - 4.4% 2.2%
αc Funds of Funds V 2009 17.8% -20.9% 1.67 2.37 - - 1.7% 5.3%
αc Funds of Funds V (CH) 2010 19.7% -21.9% 1.57 2.26 - - 1.7% 5.3%
αc Funds of Funds VI 2009 17.1% -20.1% 1.63 2.33 - - 4% 5.4%
αc Funds of Funds VI (CH) 2010 19.1% -21% 1.55 2.24 - - 4% 5.4%
αc Funds of Funds VII 1977 15.3% -23.8% 1.69 2.53 - - 1.5% 2.7%
αc Funds of Funds VIII 1977 16% -18.9% 1.69 2.58 - - 7.2% 2.3%
αc Funds of Funds VIII (CH) 1980 19.8% -16.5% 1.8 2.75 - - 7.2% 2.3%
αc Funds of Funds X 1977 15.8% -20.9% 1.62 2.43 - - 8.3% 4.6%
αc International Equities 1997 13.1% -33.7% 1 1.4 - - 15.5% 5.5%
αc International Equities II 1996 12.2% -21% 1.04 1.46 - - 11% 5.3%
αc International Equities III 1970 12.2% -22.2% 1.21 1.72 - - 11% 5.3%
αc Multi-Asset Defensive 2004 14.8% -15.3% 1.04 1.52 - - 6.7% 0%
αc Multi-Asset Defensive II 1977 16.3% -22.8% 1.55 2.36 - - 3.1% 0.8%
αc Multi-Asset Defensive II (RA) 2013 14.6% -14.8% 1.25 1.87 - - 3.1% 0.8%
αc Multi-Asset Defensive III 1977 16.3% -21% 1.45 2.15 - - 11.1% 5.6%
αc Multi-Asset Defensive III (CH) 1980 21.2% -21% 1.61 2.42 - - 10.7% 5.2%
αc Multi-Asset Defensive III (RA) 2013 13% -19.4% 0.94 1.35 - - 11.1% 5.6%
αc Multi-Asset Defensive IV 1977 15.9% -22.8% 1.46 2.19 - - 11.1% 5.6%
αc Multi-Asset Defensive IV (CH) 1980 20.3% -16% 1.63 2.46 - - 11.1% 5.6%
αc Multi-Asset Defensive IV (CSH) 1977 14.6% -22.8% 1.34 2.01 - - 11.1% 5.6%
αc Multi-Asset Defensive IV (RA) 2013 14.1% -14.8% 1.16 1.7 - - 11.1% 5.6%
αc Multi-Asset Opportunities 1976 15.5% -28.3% 1.21 1.74 - - 6% 4.8%
αc Multi-Asset Opportunities II 1976 13.6% -27.4% 1.28 1.85 - - -0.4% 4.7%
αc Multi-Asset Opportunities III 1976 12% -24.7% 1.25 1.8 - - 3% 4%
αc Multi-Asset Opportunities IV 1976 15.1% -14.9% 1.56 2.32 - - 11.2% 3.6%
αc Multi-Asset Opportunities IV Slow/Fast 1976 15.2% -18.8% 1.47 2.17 - - 5.6% 3.6%
αc Multi-Asset Opportunities IV Slow/Fast (BIM) 1976 15.4% -17.9% 1.5 2.21 - - 6.9% 3.2%
αc Multi-Asset Opportunities IV Slow/Fast (RA) 2006 14.8% -13.7% 1.23 1.8 - - 5.6% 3.6%
αc U.S. Equities 1987 13.4% -33.2% 0.9 1.26 - - 10.2% 5.6%
αc U.S. Equities II 1971 14.6% -33.3% 1.05 1.48 - - 10.4% 5.7%
αc UI Global Flexible 1996 9% -11.8% 1.34 2.25 - - 6.2% 1.4%

Last updated on April 16, 2021. Returns are exclusive of transaction fees and taxes.