Strategy: αc International Equities II

Investment Objective

Aggressive Long-Term Capital Appreciation

Annualized Return

12.3%

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 mainly large-cap companies.

Period: October 1996 - March 2021.

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

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    αc International Equities II
    • Annualized Return: 12.27%
    • Sharpe: 0.97
    • Sortino: 1.43
    Vanguard Global Equity Fund Investor Shares
    • Annualized Return: 9.35%
    • Sharpe: 0.6
    • Sortino: 0.82
  • 📉 Downturns

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    αc International Equities II
    • Max Drawdown: -19.56%
    • Average recovery time of large downturns: 14 months
    Vanguard Global Equity Fund Investor Shares
    • Max Drawdown: -64.74%
    • Average recovery time of large downturns: 24 months
  • 📊 Historical annual returns

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    αc International Equities II
    • Positive year ratio: 88%
    • Outperformance ratio (vs. benchmark): 38%
    Vanguard Global Equity Fund Investor Shares
    • Positive year ratio: 73%
  • 📅 Historical monthly returns

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  • 🏦 Trades

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  • 🍰 Allocation

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