Strategy: αc UI Global Flexible

Investment Objective

Aggressive Long-Term Capital Appreciation

Annualized Return

9.1%

Time
Horizon

5+ years

Rebalancing Frequency

N/A

About

This strategy applies extra downside protection to one of CADELAM's best funds in terms of risk-reward, namely Universal Invest Global Flexible.

During times of decline, the strategy will switch to a cash-like instrument to avoid large drawdowns. More specifically, we use the AMBD Liquidity Fund as cash instrument. Since the fund only exists since October 2007, we simply use cash pre-October 2007.

Compared to a buy-and-hold approach where we stay invested in Universal Invest Global Flexible, the strategy results in a lower volatility portfolio with larger returns in the long run.

Period: May 1996 - March 2021.

Compare with
Universal Invest Global Flexible C Cap (UNIVGFCC.EU)
  • 🚀 Performance

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    αc UI Global Flexible
    • Annualized Return: 9.14%
    • Sharpe: 1.37
    • Sortino: 2.31
    Universal Invest Global Flexible C Cap
    • Annualized Return: 7.66%
    • Sharpe: 0.85
    • Sortino: 1.23
  • 📉 Downturns

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    αc UI Global Flexible
    • Max Drawdown: -10.66%
    • Average recovery time of large downturns: 17 months
    Universal Invest Global Flexible C Cap
    • Max Drawdown: -32.11%
    • Average recovery time of large downturns: 21 months
  • 📊 Historical annual returns

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    αc UI Global Flexible
    • Positive year ratio: 85%
    • Outperformance ratio (vs. benchmark): 38%
    Universal Invest Global Flexible C Cap
    • Positive year ratio: 85%
  • 📅 Historical monthly returns

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  • 🏦 Trades

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  • 🍰 Allocation

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