Strategy: αc International Equities

Investment Objective

Aggressive Long-Term Capital Appreciation

Annualized Return

13.6%

Time
Horizon

5+ years

Rebalancing Frequency

N/A

About

The portfolio pursues a strategy that seeks to achieve equity-like returns with lower volatility and drawdowns compared to traditional equity through active ETF selection, risk management and diversification. It is thus expected to produce higher risk-adjusted returns than market indexes.

We use a systematic approach to constructing the portfolio by ranking ETFs in the investment universe using a number of technical indicators and proprietary formulas. We then select a single ETF which is deemed the most attractive compared to the other ETFs, and rebalance once a month. During unfavorable market conditions we invest in fixed-income instruments.

The investment universe for the portfolio is comprised of international equities (U.S. & ex-U.S.) with large-cap and small-cap companies.

Period: June 1997 - March 2021.

Compare with
Vanguard Global Equity Fund Investor Shares (VHGEX)
  • 🚀 Performance

    View all
    αc International Equities
    • Annualized Return: 13.62%
    • Sharpe: 0.87
    • Sortino: 1.33
    Vanguard Global Equity Fund Investor Shares
    • Annualized Return: 9.11%
    • Sharpe: 0.58
    • Sortino: 0.8
  • 📉 Downturns

    View all
    αc International Equities
    • Max Drawdown: -33.7%
    • Average recovery time of large downturns: 15 months
    Vanguard Global Equity Fund Investor Shares
    • Max Drawdown: -64.74%
    • Average recovery time of large downturns: 24 months
  • 📊 Historical annual returns

    View all
    αc International Equities
    • Positive year ratio: 84%
    • Outperformance ratio (vs. benchmark): 60%
    Vanguard Global Equity Fund Investor Shares
    • Positive year ratio: 68%
  • 📅 Historical monthly returns

    View all
  • 🏦 Trades

    View all
  • 🍰 Allocation

    View all