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 36.8% -28.6% 1.74 2.53 - - 58% 0.3%
αc Compound Portfolio I 2007 21.3% -38.3% 1.15 1.65 - - 4.6% 1.2%
αc Compound Portfolio II 2008 40.3% -31.9% 1.72 2.52 - - 41.8% 0.1%
αc Compound Portfolio III 2008 38.6% -32.4% 1.69 2.44 - - 45% 0.6%
αc Compound Portfolio IV 1997 33.7% -44.1% 1.34 2.01 - - 77.1% 0%
αc Developed Markets 1970 14.7% -23.5% 1 1.51 - - 29.2% 1.8%
αc Funds of Funds I 1976 13.2% -16.6% 1.37 2.11 - - 12.7% -0.1%
αc Funds of Funds I (CH) 1979 16.3% -20.6% 1.34 2.06 - - 9.5% -0.1%
αc Funds of Funds II 1976 10% -12% 1.46 2.57 - - 8.8% -0.3%
αc Funds of Funds III 1976 15.1% -17.9% 1.31 2 - - 11.8% 0%
αc Funds of Funds IV 2009 20.1% -23.1% 1.61 2.29 - - 22.8% 0.2%
αc Funds of Funds IX 1977 15.9% -14% 1.52 2.43 - - 26.2% 1.7%
αc Funds of Funds IX (CH) 1979 19% -15% 1.48 2.36 - - 22.6% 1.7%
αc Funds of Funds V 2009 18.4% -20.9% 1.74 2.47 - - 17.9% -0.5%
αc Funds of Funds V (CH) 2010 20.3% -22.3% 1.61 2.32 - - 14.5% -0.5%
αc Funds of Funds VI 2009 17.3% -20% 1.66 2.37 - - 20.7% 0.1%
αc Funds of Funds VI (CH) 2010 19.2% -21.4% 1.56 2.25 - - 17.2% 0.1%
αc Funds of Funds VII 1977 15.6% -15.1% 1.53 2.47 - - 8.8% -0.1%
αc Funds of Funds VIII 1977 15.4% -14.8% 1.49 2.39 - - 29.4% 1.9%
αc Funds of Funds VIII (CH) 1979 18.3% -15.6% 1.44 2.3 - - 25.7% 1.9%
αc International Equities 1997 13.1% -34.1% 0.84 1.28 - - -11.8% 1.2%
αc International Equities II 1996 12.3% -19.2% 0.97 1.46 - - 11.1% 1.2%
αc International Equities III 1970 11.6% -21.9% 0.96 1.49 - - 11.1% 1.2%
αc Multi-Asset Defensive 2004 14.4% -15.3% 1.01 1.48 - - 14.1% 0.4%
αc Multi-Asset Defensive II 1977 16.4% -14.9% 1.4 2.27 - - 23.3% 1.7%
αc Multi-Asset Opportunities 1976 13.6% -28.2% 0.98 1.46 - - -5.4% -2.4%
αc Multi-Asset Opportunities II 1976 14.2% -22.6% 1.18 1.83 - - -5.7% -2.4%
αc Multi-Asset Opportunities III 1976 12.3% -23% 1.11 1.81 - - -4.2% -0.6%
αc Multi-Asset Opportunities IV 1976 13.8% -16.3% 1.3 2.01 - - 35.4% 2%
αc Multi-Asset Opportunities IV Slow/Fast 1976 15% -17.9% 1.32 2.02 - - 29.1% 1.7%
αc Multi-Asset Opportunities IV Slow/Fast (BIM) 1976 14.6% -18.1% 1.29 1.96 - - 32.7% 1.4%
αc U.S. Equities 1987 13.3% -33.2% 0.9 1.25 - - 25.9% 1.3%
αc U.S. Equities II 1971 14.7% -33.3% 1.05 1.5 - - 36.9% 1.3%
αc UI Global Flexible 1996 9.1% -10.7% 1.36 2.29 - - 5.3% -0.4%

Last updated on December 2, 2020. Returns are exclusive of transaction fees and taxes.