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 2.49 - - -3.4% -1.9%
αc Compound Portfolio I 2007 21.4% -38.2% 1.16 1.67 - - 4.6% 1.9%
αc Compound Portfolio II 2008 39.2% -31.9% 1.69 2.47 - - -3.9% -0.9%
αc Compound Portfolio III 2008 37.6% -32.4% 1.66 2.4 - - -3% -0.7%
αc Compound Portfolio IV 1997 33% -44.1% 1.32 1.98 - - -5.6% -3.2%
αc Developed Markets 1970 14.2% -27.1% 0.96 1.44 - - 3.1% 1.4%
αc Funds of Funds I 1976 12.6% -17.8% 1.32 2.01 - - -2.7% -0.1%
αc Funds of Funds I (CH) 1979 15.6% -21.5% 1.29 1.98 - - -2.7% -0.1%
αc Funds of Funds II 1976 9.3% -12% 1.38 2.41 - - -2.8% -0.4%
αc Funds of Funds III 1976 14.4% -18.2% 1.26 1.9 - - -1% 0.3%
αc Funds of Funds IV 2009 19.2% -23.1% 1.54 2.18 - - -1.8% -0.1%
αc Funds of Funds IX 1977 15.1% -18.4% 1.46 2.29 - - 1.9% 0.3%
αc Funds of Funds IX (CH) 1979 18.2% -18.3% 1.44 2.26 - - 1.9% 0.3%
αc Funds of Funds IX (M) 1977 14.9% -18.4% 1.46 2.29 - - 1.9% 0.3%
αc Funds of Funds IX (RA) 2013 13.9% -14% 1.39 2.03 - - 1.9% 0.3%
αc Funds of Funds V 2009 17.2% -20.9% 1.63 2.31 - - -4.8% -0.9%
αc Funds of Funds V (CH) 2010 19% -22.2% 1.52 2.18 - - -4.8% -0.9%
αc Funds of Funds VI 2009 16.5% -20% 1.59 2.26 - - -2.8% -0.3%
αc Funds of Funds VI (CH) 2010 18.3% -21.3% 1.5 2.16 - - -2.8% -0.3%
αc Funds of Funds VII 1977 14.5% -21% 1.45 2.28 - - -1.5% -0.4%
αc Funds of Funds VIII 1977 14.5% -18.6% 1.42 2.24 - - 3.9% 0.5%
αc Funds of Funds VIII (CH) 1979 17.5% -16.5% 1.39 2.19 - - 3.9% 0.5%
αc International Equities 1997 13.6% -33.7% 0.87 1.33 - - 8.2% 0.9%
αc International Equities II 1996 12.3% -19.6% 0.97 1.43 - - 2.1% 0.5%
αc International Equities III 1970 11.5% -22.1% 0.95 1.45 - - 2.1% 0.5%
αc Multi-Asset Defensive 2004 15% -15.3% 1.05 1.52 - - 6.6% -0%
αc Multi-Asset Defensive II 1977 15% -20.8% 1.3 2.04 - - 2.4% 0%
αc Multi-Asset Defensive II (RA) 2013 14.7% -14.8% 1.25 1.88 - - 2.4% 0%
αc Multi-Asset Defensive III 1977 15.8% -21.9% 1.2 1.89 - - 4.2% 1%
αc Multi-Asset Defensive III (CH) 1979 19.5% -21.9% 1.26 2 - - 4.2% 1%
αc Multi-Asset Defensive III (RA) 2013 12.3% -19.4% 0.9 1.29 - - 4.2% 1%
αc Multi-Asset Opportunities 1976 13.6% -28.2% 0.99 1.46 - - -0.8% -0.6%
αc Multi-Asset Opportunities II 1976 13.5% -22.6% 1.14 1.76 - - -5.5% -0.9%
αc Multi-Asset Opportunities III 1976 11.7% -23% 1.06 1.72 - - -2.2% -0.2%
αc Multi-Asset Opportunities IV 1976 13.5% -16.2% 1.28 1.98 - - 5.4% 0.9%
αc Multi-Asset Opportunities IV Slow/Fast 1976 14.7% -18% 1.31 2 - - 1.4% 0.6%
αc Multi-Asset Opportunities IV Slow/Fast (BIM) 1976 14.6% -18.1% 1.31 1.98 - - 3% 0.6%
αc Multi-Asset Opportunities IV Slow/Fast (RA) 2006 15% -13.7% 1.25 1.83 - - 1.4% 0.6%
αc U.S. Equities 1987 13.2% -33.2% 0.89 1.24 - - 2% -0%
αc U.S. Equities II 1971 14.4% -35.6% 1.02 1.46 - - 1.4% -0.6%
αc UI Global Flexible 1996 9.1% -10.7% 1.37 2.31 - - 2.2% 1.2%

Last updated on March 3, 2021. Returns are exclusive of transaction fees and taxes.