αc Funds of Funds VII

This strategy combines the best of all αc's strategies.
30 December 1977  –  29 July 2021
Compare with
S&P 500 (US Large Cap) (SP500.X)

Performance

Annualized Return
15.09%
αc Funds of Funds VII
11.01%
S&P 500 (US Large Cap)
Sharpe Ratio
1.7
αc Funds of Funds VII
0.67
S&P 500 (US Large Cap)
Maximum Drawdown
-22.09%
αc Funds of Funds VII
-55.2%
S&P 500 (US Large Cap)

Metrics

Metric αc Funds of Funds VII S&P 500 (US Large Cap)
Initial Balance $10,000 $10,000
Final Balance $4,590,399 $952,151
Returns
Month-To-Date 3.19% 2.94%
Year-To-Date 2.72% 18.25%
3M 1.4% 5.54%
6M 0.8% 15.19%
Annual Return (1Y) 3.4% 38.8%
Annual Return (3Y) 13.94% 18.13%
Annual Return (5Y) 10.51% 17.33%
Annual Return (10Y) 11.83% 15.16%
Annual Return (All) 15.09% 11.01%
Enh Ann Return 15.06% 12.35%
Best Year 42.35% 38.03%
Worst Year -10.2% -36.81%
Risk
Annual Volatility 8.5% 17.93%
Max Drawdown -22.09% -55.2%
Sharpe Ratio 1.7 0.67
Sortino Ratio 2.54 0.95
Enhanced Sortino 3.16 1.4

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on December 1977.
  • Final balance: The amount of capital we've accrued over time as of July 2021.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 44 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.

Chart

Table

Year αc Funds of Funds VII S&P 500 (US Large Cap) Won
1977 0% 0%  =
1978 17% 0.77%
1979 15.54% 11.67%
1980 7.85% 28.17%
1981 -6.57% -8.47%
1982 42.35% 19.3%
1983 10.63% 17.15%
1984 8.57% 3.69%
1985 26.01% 22.71%
1986 18.37% 9.31%
1987 13.35% 4.7%
1988 12.56% 16.22%
1989 12.76% 31.37%
1990 -10.2% -3.33%
1991 26.75% 30.19%
1992 10.53% 8.21%
1993 33.81% 8.75%
1994 2.57% 0.4%
1995 20.36% 38.03%
1996 8.97% 22.55%
1997 8.83% 33.48%
1998 22.76% 28.69%
1999 27.08% 20.39%
2000 11.14% -9.73%
2001 2.1% -11.75%
2002 14.17% -21.59%
2003 32.82% 28.18%
2004 16.84% 10.7%
2005 22.28% 4.83%
2006 26.16% 15.85%
2007 28.42% 5.14%
2008 28.08% -36.81%
2009 33.53% 26.37%
2010 10.16% 15.06%
2011 14.96% 1.89%
2012 14.27% 15.99%
2013 8.76% 32.31%
2014 13.3% 13.46%
2015 -0.38% 1.25%
2016 16.43% 12%
2017 15.86% 21.7%
2018 3.31% -4.56%
2019 20.25% 31.22%
2020 14.72% 18.37%
2021 2.72% 18.25%

αc Funds of Funds VII had 41 positive years and 3 negative years. That's a positive ratio of 93%.

S&P 500 (US Large Cap) had 37 positive years and 7 negative years. That's a positive ratio of 84%.

αc Funds of Funds VII had a better yearly return 57% of the time compared to S&P 500 (US Large Cap).

Table

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1977 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1978 0.4% 1.1% 0.6% 1.8% 1.9% 0.4% 1.7% 2.5% -0.3% 1.7% -4.7% 9.1% 15.9%
1979 2% -0.9% 0.1% 1.1% -0.3% 3.4% 1.9% 3.9% -0.6% -4.4% 3.2% 5.5% 14.6%
1980 3.3% -1.8% -11.8% 6.2% 2.1% 3% 1.8% 1% 2.4% 0.2% 5% -2.7% 8.6%
1981 -1.7% -2.3% 0.8% -3.4% 1.7% -3.5% -1.5% -2.3% -1.5% 2.3% 7.5% -2.5% -6.7%
1982 0.7% 1.1% 2.3% 3.1% 1.1% -0.7% 2.5% 7.1% 3.2% 8.9% 4.4% 2.5% 35.8%
1983 5.3% -2.6% 1.2% 4.1% 1% 3% -3.2% -0.2% 2.5% -1.5% 1.9% -1% 10.4%
1984 1.5% -0.3% -0.4% 0.1% -1.5% 0.5% 1% 3.5% 0.6% 1.3% 0.7% 1.3% 8.2%
1985 6.5% 0.3% 0.7% 1.3% 2.5% 1.5% 0.7% 1.4% 0% 2.2% 3.5% 3% 23.2%
1986 0.7% 6.4% 7.4% 0.9% 2.1% 2.3% -1.9% 2.5% -1.6% -0.3% 0.7% -1.7% 17%
1987 1% 2.6% 2.7% 0.2% -0.2% 0.3% 2.1% 1.7% -1.2% 1.7% 1.6% 0.2% 12.7%
1988 1.8% 3.8% 3.1% 0.9% 0.8% 0.9% -2.1% -0.9% 2.3% 0.3% -0.6% 1.7% 11.9%
1989 2.1% -0.3% 0.8% 4.5% 2.8% -0.4% 0.7% -1.4% 0.7% -0% -0.4% 3.1% 12.1%
1990 -0.6% -0.2% -6.2% -1.3% 4.3% 1.5% 2.7% -10.5% -3.3% -0.3% 2.4% 1.8% -10.5%
1991 2.3% 9.2% 3.3% 0.7% 5.3% -4.2% 1.4% 1.6% 1.6% 1.3% -0.4% 2.4% 23.9%
1992 3.8% 2.6% -0.4% 0% 1.2% -4.1% 3.1% -0% 1.4% -0% 1% 1.6% 10.1%
1993 1% 1.8% 1.9% 3.1% 4.2% 1.7% 2.9% 4.1% 0.4% 4.7% -0.2% 3.9% 29.2%
1994 2.2% -1.6% -1.1% -1% 1.6% -0.1% 0.8% 3.2% -1.6% 0.3% -0.1% 0.1% 2.6%
1995 1.5% 3.3% 1.4% 1.6% 3.1% 1.9% 2.2% 0.5% 1.2% 0.3% 1.3% 0.5% 18.8%
1996 3.2% -0.9% 0.7% 2% 0.6% -0.1% -2.8% -1.5% 2.2% 2.3% 4.7% -1.4% 8.9%
1997 3.7% 1.5% -3.2% 0.8% 3.7% 3.2% 6.1% -5.9% 2.5% -5.1% 0.6% 1.3% 8.8%
1998 0.5% 1% 3.1% 1.3% -2.1% 3.2% -0.2% -4.9% 7.1% 3.5% 5.4% 3.3% 21%
1999 3.8% -3% 2% 7.7% -3% 3.7% -0.9% 0.7% 0.4% 1.2% 3.5% 8.9% 24.4%
2000 -0.9% 5.9% 1.8% -3.5% 0.3% 1.4% -1.2% 1.7% -1% 1.5% 2.8% 2% 11%
2001 3.5% -1.6% -2.8% -2.5% 0.7% 0.5% 2.3% 1.6% 2.3% -0.3% -2.9% 1.4% 2.4%
2002 1.3% 1.4% 1.1% -0.4% 1.2% -2.9% 1.8% 4.6% 3.9% -2.9% 3.5% 0.8% 13.6%
2003 4.2% 1.4% -2.6% 2.9% 7.2% 1.3% 2.3% 3% 0.2% 3.2% 1.3% 4.7% 28.8%
2004 0.8% 2.4% 1.4% -5.7% 0.7% 0.9% -1.5% 2% 2.5% 2.4% 6.1% 4.1% 15.8%
2005 -0.4% 4.8% -3.6% 3.3% 2.4% 2.4% 1.7% 1.2% 4.7% -2% 2.9% 3.4% 20.4%
2006 6.7% -0.9% 0.9% 3.6% -0.9% -0.9% 2.3% 2.4% 1.5% 3.5% 4.3% 1.5% 23.7%
2007 -0.2% 0.1% 1.8% 3.2% 4% 0.3% 2.2% 1.4% 6% 7.7% -4% 3.3% 25.9%
2008 4.7% 1.8% -0.9% -1.5% 1.6% 1.3% -0.8% 0.4% 1.6% -3% 12.7% 8.1% 25.5%
2009 -4.4% 0.6% 4.8% 3.7% 8.5% -0.5% 5.8% 2% 4.7% -2.4% 5.3% 1.7% 30.1%
2010 -0.1% 2.5% 5.3% 0.9% -6.2% 1.5% -1.9% 1.4% 2.2% 2% -2% 4.7% 10.2%
2011 0.6% 2.8% 1.1% 2.7% -1.2% -1.5% 0.2% 4.2% 6.6% -0.5% 1.5% -2% 14.7%
2012 4.7% 1.8% -0.9% 0.6% 0.2% 0.6% 1.5% 0.8% 2.4% -1.7% 0.9% 2.9% 13.6%
2013 1.6% -0.2% 2.4% 1.9% 1.5% -3.3% -0.4% -1.4% 0.9% 3.6% 0.9% 1.2% 8.8%
2014 2.7% 1.8% 0.4% 0.2% 2.7% 2.2% -1.2% 3.6% -4.3% 1.3% 2% 1.4% 12.7%
2015 4.3% -2% -0.3% -3% -2.1% -1.9% 2.9% -0.4% 1.3% 2.8% -0.6% -1% -0%
2016 3.4% 7.2% -0.3% 1.5% -0.8% 6.2% 2.2% -0.8% 0.7% -1.3% -2.2% 0% 15.8%
2017 1.7% 2.2% -0.6% 1.6% 2% 0.2% 1.7% 2.5% -0.8% 1.5% 1.5% 1.3% 14.9%
2018 4.3% -2.6% 1% -1.4% 0.9% -1.7% -1.3% 1.6% -1.8% -2% 1.1% 5.5% 3.5%
2019 1.8% 0.3% 2.4% 1.9% -4.3% 5.3% 0.4% 7.5% -1.9% 1.4% 1.7% 2.6% 18.8%
2020 -0.8% 2.5% -0.5% 2.8% 2.4% 1.3% 6.8% 3.3% -3.1% -1.5% -1% 1.8% 14.8%
2021 -1% -0.3% -0.3% 2.7% 0.1% -1.6% 3.2% 0% 0% 0% 0% 0% 2.9%
Pos 79.5% 63.6% 63.6% 77.3% 75% 65.9% 68.2% 72.1% 69.8% 60.5% 72.1% 83.7% 93.2%
Avg 1.9% 1.2% 0.5% 1.2% 1.2% 0.6% 1.1% 1.1% 1.1% 0.8% 1.8% 2.1% 14.3%

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolios/assets in question.

αc Funds of Funds VII

start valley end Drawdown days
1980-01-22 1980-03-27 1982-08-10 -22.09% 931
1990-01-03 1990-10-16 1991-03-01 -15.77% 422
2020-03-09 2020-03-18 2020-04-23 -14.97% 45
2013-05-22 2013-09-10 2014-01-15 -9.9% 238
1997-08-01 1997-10-27 1998-04-22 -9.68% 264

The αc Funds of Funds VII took approximately 13 months on average to recover from a major drawdown.

S&P 500 (US Large Cap)

start valley end Drawdown days
2007-10-10 2009-03-09 2012-08-16 -55.2% 1772
2000-03-27 2002-10-09 2006-10-26 -47.5% 2404
2020-02-20 2020-03-23 2020-08-10 -33.7% 172
1987-08-26 1987-10-19 1989-05-19 -33.08% 632
1980-12-01 1982-08-12 1982-10-13 -25.09% 681

The S&P 500 (US Large Cap) took approximately 38 months on average to recover from a major drawdown.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.