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 36.7% -28.6% 1.74 2.53 - - -1.7% -1.7%
αc Compound Portfolio I 2007 21.3% -38.3% 1.15 1.65 - - 0.5% 0.5%
αc Compound Portfolio II 2008 39.9% -31.9% 1.71 2.5 - - -3.4% -3.4%
αc Compound Portfolio III 2008 38.1% -32.4% 1.68 2.43 - - -2.7% -2.7%
αc Compound Portfolio IV 1997 33.8% -44.1% 1.34 2.02 - - -1.1% -1.1%
αc Developed Markets 1970 14.8% -23.5% 1 1.51 - - 1.7% 1.7%
αc Funds of Funds I 1976 13.1% -16.6% 1.36 2.08 - - -0.7% -0.7%
αc Funds of Funds I (CH) 1979 16.1% -21.1% 1.33 2.04 - - -0.7% -0.7%
αc Funds of Funds II 1976 9.9% -12% 1.45 2.55 - - -0.8% -0.8%
αc Funds of Funds III 1976 14.9% -17.9% 1.29 1.97 - - -0.1% -0.1%
αc Funds of Funds IV 2009 19.4% -23.1% 1.56 2.21 - - -1.1% -1.1%
αc Funds of Funds IX 1977 16.1% -14.1% 1.53 2.45 - - 2.2% 2.2%
αc Funds of Funds IX (CH) 1979 19.2% -16.9% 1.49 2.37 - - 2.2% 2.2%
αc Funds of Funds IX (RA) 2013 14.1% -14% 1.43 2.08 - - 2.2% 2.2%
αc Funds of Funds V 2009 17.6% -20.9% 1.67 2.36 - - -2.4% -2.4%
αc Funds of Funds V (CH) 2010 19.6% -22.3% 1.57 2.25 - - -0.9% -0.9%
αc Funds of Funds VI 2009 16.7% -20% 1.62 2.3 - - -1.3% -1.3%
αc Funds of Funds VI (CH) 2010 18.8% -21.4% 1.54 2.21 - - -0.1% -0.1%
αc Funds of Funds VII 1977 15.5% -15.1% 1.52 2.43 - - 0.5% 0.5%
αc Funds of Funds VIII 1977 15.4% -14.8% 1.48 2.37 - - 3.3% 3.3%
αc Funds of Funds VIII (CH) 1979 18.3% -16.6% 1.44 2.29 - - 3.3% 3.3%
αc International Equities 1997 13.5% -34.1% 0.86 1.32 - - 4.3% 4.3%
αc International Equities II 1996 12.4% -19.6% 0.97 1.45 - - 1% 1%
αc International Equities III 1970 11.8% -21.9% 0.97 1.5 - - 1% 1%
αc Multi-Asset Defensive 2004 14.7% -15.3% 1.03 1.51 - - 4.4% 4.4%
αc Multi-Asset Defensive II 1977 16.6% -14.9% 1.4 2.27 - - 3.1% 3.1%
αc Multi-Asset Defensive II (RA) 2013 15% -14.8% 1.3 1.93 - - 3.1% 3.1%
αc Multi-Asset Opportunities 1976 13.7% -28.2% 0.98 1.46 - - 0.1% 0.1%
αc Multi-Asset Opportunities II 1976 13.6% -22.6% 1.15 1.77 - - -2.2% -2.2%
αc Multi-Asset Opportunities III 1976 11.9% -23% 1.07 1.73 - - -0.8% -0.8%
αc Multi-Asset Opportunities IV 1976 13.6% -16.3% 1.28 1.97 - - 3.4% 3.4%
αc Multi-Asset Opportunities IV Slow/Fast 1976 15.2% -17.9% 1.34 2.04 - - 1.4% 1.4%
αc Multi-Asset Opportunities IV Slow/Fast (BIM) 1976 14.9% -18.5% 1.32 2 - - 1.9% 1.9%
αc Multi-Asset Opportunities IV Slow/Fast (RA) 2006 15% -13.7% 1.24 1.81 - - 1.4% 1.4%
αc U.S. Equities 1987 13.4% -33.2% 0.9 1.26 - - 1.1% 1.1%
αc U.S. Equities II 1971 14.7% -33.3% 1.05 1.5 - - 1.2% 1.2%
αc UI Global Flexible 1996 9.2% -10.7% 1.38 2.31 - - 2.3% 2.3%

Last updated on January 15, 2021. Returns are exclusive of transaction fees and taxes.