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% -28.5% 1.72 2.5 - - 4.7% 2%
αc Compound Portfolio I 2007 21.9% -38.2% 1.19 1.7 - - 15.8% 0.6%
αc Compound Portfolio II 2008 39% -31.9% 1.69 2.48 - - 3.9% 1.3%
αc Compound Portfolio III 2008 37.8% -32.4% 1.67 2.42 - - 8.2% 2.3%
αc Compound Portfolio IV 1997 32.9% -44.1% 1.32 1.98 - - 1% 2.2%
αc Developed Markets 1970 16% -26% 1.23 1.8 - - 15.4% 0.1%
αc Developed Markets (CH) 1979 20.3% -23.2% 1.35 1.98 - - 15.4% 0.1%
αc Funds of Funds I 1976 13.1% -17.5% 1.52 2.24 - - 4.5% 0.7%
αc Funds of Funds I (CH) 1979 16.7% -21.6% 1.61 2.37 - - 4.7% 0.6%
αc Funds of Funds II 1976 9.6% -12.1% 1.78 2.63 - - 1.1% 0.5%
αc Funds of Funds III 1976 15.2% -19.3% 1.48 2.17 - - 7.4% 0.8%
αc Funds of Funds IV 2008 21.1% -23.3% 1.68 2.41 - - 7.6% 1.3%
αc Funds of Funds IX 1977 15.8% -18.1% 1.69 2.57 - - 0.5% -4.5%
αc Funds of Funds IX (CH) 1979 19.5% -19.3% 1.78 2.69 - - 0.5% -4.5%
αc Funds of Funds IX (M) 1977 15.6% -18.1% 1.69 2.56 - - 0.5% -4.5%
αc Funds of Funds IX (RA) 2013 13.2% -14% 1.34 1.95 - - 1.1% -4.2%
αc Funds of Funds V 2008 18.7% -21.1% 1.72 2.48 - - 2.4% 1.4%
αc Funds of Funds V (CH) 2009 19.8% -22% 1.63 2.36 - - 2.3% 1.4%
αc Funds of Funds VI 2008 17.9% -20.4% 1.69 2.44 - - 5.4% 1.1%
αc Funds of Funds VI (CH) 2009 19% -21.4% 1.58 2.27 - - 5.4% 1%
αc Funds of Funds VII 1977 15% -22.1% 1.69 2.53 - - -1.3% -2.4%
αc Funds of Funds VIII 1977 15.8% -16.2% 1.7 2.59 - - 3.1% -4.5%
αc Funds of Funds VIII (CH) 1979 19.4% -17.4% 1.79 2.72 - - 3.1% -4.5%
αc Funds of Funds X 1977 15.8% -18.1% 1.63 2.46 - - 7.8% -1.4%
αc Funds of Funds XI 1976 16% -17.6% 1.45 2.14 - - 9.4% -1.4%
αc Funds of Funds XII 1977 16% -15.5% 1.72 2.58 - - 7.8% -1.4%
αc Funds of Funds XIII 1977 16.9% -16.4% 1.55 2.31 - - 13.8% 0.2%
αc International Equities 1997 13.2% -33.7% 1 1.41 - - 18.3% 1.4%
αc International Equities II 1996 12.2% -21% 1.04 1.45 - - 12.3% 0.5%
αc International Equities III 1970 12.1% -22.2% 1.2 1.71 - - 10.4% -1.2%
αc Multi-Asset Defensive 2004 14.8% -15.4% 1.04 1.52 - - 7.8% 1%
αc Multi-Asset Defensive II 1977 15.9% -20.4% 1.54 2.35 - - -2.5% -6.2%
αc Multi-Asset Defensive II (RA) 2013 13.8% -14.8% 1.2 1.79 - - -1.8% -5.7%
αc Multi-Asset Defensive III 1977 16.3% -21% 1.45 2.15 - - 12.2% 0.2%
αc Multi-Asset Defensive III (CH) 1979 20.5% -21% 1.57 2.36 - - 12.2% 0.2%
αc Multi-Asset Defensive III (RA) 2013 12.9% -19.4% 0.94 1.35 - - 12.6% 0.6%
αc Multi-Asset Defensive IV 1977 15.8% -20.4% 1.47 2.21 - - 12.2% 0.2%
αc Multi-Asset Defensive IV (CH) 1979 19.8% -21.4% 1.61 2.41 - - 12.2% 0.2%
αc Multi-Asset Defensive IV (CH) (EU) 2018 27.6% -9.2% 1.63 2.35 - - 14.3% 0.7%
αc Multi-Asset Defensive IV (CSH) 1977 14.4% -20.4% 1.34 2.02 - - 12.2% 0.2%
αc Multi-Asset Defensive IV (RA) 2013 14.6% -14.8% 1.19 1.76 - - 12.6% 0.6%
αc Multi-Asset Opportunities 1976 15.4% -28.3% 1.2 1.73 - - 6.4% 1.1%
αc Multi-Asset Opportunities II 1976 13.6% -27.4% 1.27 1.85 - - 0.1% 1.4%
αc Multi-Asset Opportunities III 1976 12% -24.7% 1.25 1.8 - - 2.7% 0.4%
αc Multi-Asset Opportunities IV 1976 15.2% -14.8% 1.57 2.34 - - 9% -2.9%
αc Multi-Asset Opportunities IV Slow/Fast 1976 15.1% -16.2% 1.48 2.18 - - 3.6% -2.9%
αc Multi-Asset Opportunities IV Slow/Fast (BIM) 1976 15.2% -16.8% 1.5 2.19 - - 3.8% -3.2%
αc Multi-Asset Opportunities IV Slow/Fast (RA) 2006 14.7% -13.8% 1.23 1.8 - - 4% -2.7%
αc U.S. Equities 1987 13.4% -33.2% 0.9 1.25 - - 11% 1.3%
αc U.S. Equities II 1971 14.7% -33.3% 1.06 1.49 - - 11.5% 1.8%
αc UI Global Flexible 1996 9% -11.8% 1.34 2.25 - - 7.8% 1.5%

Last updated on June 11, 2021. Returns are exclusive of transaction fees and taxes.