αc Portfolios

Our own in-house developed investment portfolios. Above-benchmark returns, below-benchmark risk.

State of the art

The best in asset allocation

At Alphacubator, we also do research and develop our own strategies. The portfolios below are a result of that work.

Our long-term strategies seek to achieve equity-like returns with lower volatility and drawdowns compared to traditional funds. We do this by allocating risks in a balanced manner, adapting to market conditions and employing active security selection and asset allocation. We believe our approach is superior to traditional funds that allocate by capital (e.g. 60% stocks and 40% bonds), which are not risk managed throughout time and are reliant on strong economic growth environments in order to generate returns.

Diversified through ETF allocation

All our strategies invest in Exchange-Traded Funds (ETFs). We do not invest in individual stocks. This allows us to be more diversified while being less risky in nature.

Cost efficient and easy to replicate

Most of our strategies allocate between a select few assets and are rebalanced only once a month. This makes them easy to replicate manually. It also minimizes the number of transactions we need to execute, thus saving on transactions costs and taxes.

Risk managed

We backtest our strategies using historical data, usually as far back as the 1990s or sometimes even the 1970s. This gives us a pretty good idea of returns and drawdowns that we can expect in the future. Our active approach to investing also allows us to adapt our allocation during unfavorable market conditions, thus minimizing the risks of investing in the stock market.

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List of αc Portfolios

Portfolio Name
Start Year
Annual Return
Enhanced Annual Return
Cumulative Return
1D Return
MTD
3M Return
6M Return
YTD
Annual Return (1Y)
Annual Return (3Y)
Annual Return (5Y)
Annual Return (10Y)
Annual Return (20Y)
Best Return (daily)
Worst Return (daily)
Best Return (monthly)
Worst Return (monthly)
Best Return (yearly)
Worst Return (yearly)
Win Ratio (daily)
Win Ratio (monthly)
Win Ratio (quarterly)
Win Ratio (yearly)
Annual Volatility
Annual Volatility (1Y)
Annual Volatility (3Y)
Annual Volatility (5Y)
Annual Volatility (10Y)
Annual Volatility (20Y)
Max Drawdown
Max Drawdown (1Y)
Max Drawdown (3Y)
Max Drawdown (5Y)
Max Drawdown (10Y)
Max Drawdown (20Y)
Longest drawdown in days
Average days of a major drawdown
Recovery factor
Recovery Speed (3Y)
Recovery Speed (5Y)
Recovery Speed (10Y)
Recovery Speed (20Y)
Sharpe Ratio
Sharpe Ratio (1Y)
Sharpe Ratio (3Y)
Sharpe Ratio (5Y)
Sharpe Ratio (10Y)
Sharpe Ratio (20Y)
Sortino ratio
Adjusted sortino ratio
Calmar ratio
Omega ratio
Information ratio
Gain-to-Pain Ratio
Gain-to-Pain Ratio (1Y)
Gain-to-Pain Ratio (3Y)
Gain-to-Pain Ratio (5Y)
Gain-to-Pain Ratio (10Y)
Gain-to-Pain Ratio (20Y)
Winckel Ratio
Ulcer index
Kelly criterion
Skew
Kurtosis
Annual transactions
Annual turnover
1987
13.08%
-11.96%
15.25%
-33.22%
0.88
3
2.00
1971
14.45%
-11.97%
13.90%
-33.26%
1.04
10
5.00
1976
15.23%
-4.64%
12.55%
-28.33%
1.19
13
3.00
1976
14.79%
-5.51%
9.27%
-14.79%
1.53
56
12.00
1976
14.76%
-5.90%
9.79%
-16.28%
1.46
46
7.00
1976
14.96%
-6.71%
9.80%
-16.79%
1.47
63
9.00
1976
13.37%
-5.41%
10.44%
-27.35%
1.25
13
3.00
1976
11.75%
-4.40%
9.38%
-24.77%
1.23
13
3.00
2004
13.89%
-1.72%
14.09%
-15.35%
0.99
14
13.00
1977
15.42%
-7.56%
10.36%
-20.39%
1.44
26
11.00
1979
19.47%
-6.00%
11.68%
-21.43%
1.58
31
13.00
1977
15.65%
-2.32%
9.90%
-20.39%
1.52
27
12.00
1977
15.78%
-8.37%
10.86%
-21.04%
1.40
18
9.00
1979
20.05%
-6.83%
12.36%
-21.04%
1.54
21
11.00
1997
12.94%
-9.20%
13.25%
-33.70%
0.99
6
5.00
1996
12.01%
-9.20%
11.77%
-21.03%
1.02
6
6.00
1970
12.15%
-6.95%
10.00%
-22.17%
1.20
8
8.00
1970
15.84%
-6.95%
12.70%
-25.96%
1.22
11
7.00
1979
20.24%
-5.38%
14.44%
-23.15%
1.35
14
9.00
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Last updated on January 28, 2022. Returns are exclusive of transaction fees and taxes.