αc Funds of Funds IX (CH)

This strategy combines the best of all αc's strategies.
17 August 1979  –  29 July 2021
Compare with
S&P 500 (US Large Cap) (SP500.X)

Performance

Annualized Return
19.49%
αc Funds of Funds IX (CH)
11.1%
S&P 500 (US Large Cap)
Sharpe Ratio
1.78
αc Funds of Funds IX (CH)
0.67
S&P 500 (US Large Cap)
Maximum Drawdown
-19.26%
αc Funds of Funds IX (CH)
-55.2%
S&P 500 (US Large Cap)

Metrics

Metric αc Funds of Funds IX (CH) S&P 500 (US Large Cap)
Initial Balance $10,000 $10,000
Final Balance $17,605,288 $829,704
Returns
Month-To-Date 1.94% 2.94%
Year-To-Date 2.26% 18.25%
3M -2.31% 5.54%
6M -1.92% 15.19%
Annual Return (1Y) 9.38% 38.8%
Annual Return (3Y) 18.83% 18.13%
Annual Return (5Y) 15.34% 17.33%
Annual Return (10Y) 16.22% 15.16%
Annual Return (All) 19.49% 11.1%
Enh Ann Return 19.7% 12.6%
Best Year 50.57% 38.03%
Worst Year -10.55% -36.81%
Risk
Annual Volatility 10.31% 18.1%
Max Drawdown -19.26% -55.2%
Sharpe Ratio 1.78 0.67
Sortino Ratio 2.69 0.94
Enhanced Sortino 3.92 1.41

  • 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 August 1979.
  • 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 42 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 IX (CH) S&P 500 (US Large Cap) Won
1979 3.56% -1.94%
1980 16.82% 28.17%
1981 19.89% -8.47%
1982 50.57% 19.3%
1983 30.72% 17.15%
1984 23.32% 3.69%
1985 23.86% 22.71%
1986 14.57% 9.31%
1987 10.17% 4.7%
1988 16.51% 16.22%
1989 20.5% 31.37%
1990 -7.52% -3.33%
1991 29.4% 30.19%
1992 14.04% 8.21%
1993 44.06% 8.75%
1994 3.2% 0.4%
1995 19.41% 38.03%
1996 10.71% 22.55%
1997 28.03% 33.48%
1998 21.59% 28.69%
1999 49.4% 20.39%
2000 20.22% -9.73%
2001 -10.55% -11.75%
2002 8.92% -21.59%
2003 40.67% 28.18%
2004 18.94% 10.7%
2005 24.72% 4.83%
2006 20.35% 15.85%
2007 27.09% 5.14%
2008 29.1% -36.81%
2009 37.62% 26.37%
2010 17.51% 15.06%
2011 15.4% 1.89%
2012 20.93% 15.99%
2013 7.44% 32.31%
2014 25.41% 13.46%
2015 4.77% 1.25%
2016 21.4% 12%
2017 12.13% 21.7%
2018 4.38% -4.56%
2019 21.01% 31.22%
2020 35.03% 18.37%
2021 2.26% 18.25%

αc Funds of Funds IX (CH) had 41 positive years and 2 negative years. That's a positive ratio of 95%.

S&P 500 (US Large Cap) had 35 positive years and 8 negative years. That's a positive ratio of 81%.

αc Funds of Funds IX (CH) had a better yearly return 72% 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
1979 0% 0% 0% 0% 0% 0% 0% 1.1% 0.6% -4.7% 3.5% 3.2% 3.5%
1980 0.7% -0.8% -8.6% -2.3% 0.7% 7.8% 4.2% 2.1% 3% 4.1% 8.6% -2.6% 16.6%
1981 1.6% 1.1% 5.1% 3.1% 4.7% 2.4% -1.2% -2.7% -4.4% 0.5% 9% -0.2% 18.2%
1982 5.1% 1.8% 3.3% 4.1% 2.1% 1% 1.4% 7.4% 1.4% 9.8% 1.5% 3.1% 42%
1983 7.2% -0.2% 2.8% 5.2% 3.8% 4.1% 1.1% -0% 2.2% -1.4% 4.1% -1.4% 27%
1984 0.3% -2.7% 1.2% 2.2% -0.7% 2.6% 2% 5.6% 3.9% -1.6% 3.9% 4.7% 21%
1985 7.3% 1.2% -6% 2.3% 2.2% 1.4% 2.2% 2% 0.5% 2.9% 3.5% 2.5% 21.5%
1986 0.9% 5.1% 6.4% 1.8% 0.4% 2.1% -2.6% 2.6% -3.8% 1.2% 1.5% -1.5% 13.7%
1987 1.6% 4.3% 3.4% 0.7% 0% 0.3% 2.8% 1.7% -0.4% -5.9% 1.1% 0.4% 9.9%
1988 1.6% 2.2% 5.1% 1.6% 2.4% 5.6% 1.1% -1.3% -1.4% -2.8% 0.7% 1% 15.3%
1989 2.2% 1.4% 4.5% 6.2% 3% -2.7% 1.2% 2.7% -0.2% -1.9% -0.1% 2.8% 18.7%
1990 1.3% -0.7% -7.1% 1.1% 3% 2% 4.1% -9.7% -3.4% 0.2% 1.3% 1.2% -7.6%
1991 0.2% 8% 8.3% 2.3% 7.2% -1.7% 0.1% 1% -1.2% -0.6% -0.8% 4% 26%
1992 4.1% 2.5% -0.1% -0.3% 0.4% -4.2% 1.1% 0.1% 0.8% 0.1% 4.5% 4.6% 13.2%
1993 3.8% 0.7% -1.5% 2.1% 7.2% 5.5% 0.9% 4.3% 1.2% 8.3% 0.3% 4.9% 36.7%
1994 3.7% -3.5% -0.8% -1.1% 2.8% -0.7% 2% 5.7% -2.1% 0.3% -1.2% -1.6% 3.3%
1995 -0.2% 2.7% 1.4% 1.9% 3% 1.7% 2.5% 0.2% 0.4% -0.2% 2.6% 2% 17.9%
1996 3% -0.5% 1.4% 2.7% -0.5% -1.1% -5.2% -0.3% 3.5% 1.5% 4.2% 1.9% 10.4%
1997 7.1% 1.9% -1.4% 1.9% 7.9% 4.8% 9.8% -6.2% -0.2% -2.8% 1.5% 1.9% 25.2%
1998 1% 2.2% 3.7% -0.4% -1% 2.7% 0.1% -3.7% 4.3% 2.2% 4.7% 4.4% 19.9%
1999 4% 0.3% 4.3% 8.9% -1.7% 5.2% -4.1% 1.8% -0.6% 4.2% 8.6% 11.2% 41.1%
2000 2% 6.6% 3.1% 0% -3.6% -0.2% 3.2% 9.2% 0% 5.3% -1.9% -4.4% 20.2%
2001 -1.4% -1.4% -0.5% -2.5% 6.4% -0.3% -1.4% -4.6% -0.5% -2.4% -3.2% 1.2% -10.6%
2002 4.6% 1.3% 0.7% -1.4% 2.8% -2% -1.6% 3.6% 3.6% -2.4% 4% -4.2% 9%
2003 6.5% 2.5% -3% 1.7% 7.1% 0.7% 3.7% 2.9% -0.1% 5.8% 1.1% 6.2% 34.6%
2004 1.8% 2.8% 0.6% -5.3% -1.6% 1.2% -0.5% 3% 3.1% 2.3% 6.7% 3.9% 17.6%
2005 -1.3% 5.5% -3.7% 0.8% 4.1% 4.2% 3.2% -0.4% 5.3% -2% 5.2% 1.8% 22.6%
2006 3.3% 1.1% -0.5% 4% -2.2% -0.3% 1.7% 1.5% 0.9% 3.3% 3.5% 2.4% 19.1%
2007 0.6% -0.9% 2.5% 3.6% 3.3% 0.6% 1.6% 0.9% 5.8% 8.1% -4.8% 3.4% 25%
2008 0% 2.4% -1.7% -2.2% 3.3% 0.3% -1.1% 2.7% 3.7% 12.7% 11.8% -4.4% 27%
2009 5.1% 3.4% -0.6% -1.8% 5.4% -1.1% 8.2% 1.5% 6.8% -2.1% 5.9% 2.2% 33.9%
2010 -0.2% 5.3% 6.1% 3.5% 0.8% 1.5% -5.2% 0.2% -1.2% 3.2% -1.9% 4.8% 17%
2011 0.8% 3.8% 0.2% 2.8% -1.8% -1.7% 0% 0.6% 7.4% -0.5% 5.3% -1.9% 15.3%
2012 7.3% 0.8% 1.3% 1% 5.8% -1% 3.6% -1.3% -0.3% -1.7% 1.2% 3% 19.5%
2013 1.9% -0.6% 2.3% -0.3% 0.1% -5.7% 1.9% -1.7% 2.3% 3.5% 2% 1.8% 7.5%
2014 2.7% 1.9% 0.2% 0.5% 2.5% 1.8% 1.5% 5.5% 1% 1.5% 1.5% 2.3% 23%
2015 8.8% 1.2% 3.3% -6.2% 1% -3% 3% -4.2% 0.2% 1.1% 4.2% -3.9% 5.5%
2016 1.6% 9% -3.1% 2% -1.3% 5.6% 2.5% -0.7% 0.8% -0.8% 3.2% 1.2% 20.2%
2017 -0.4% 3.6% -1.1% -0.8% 2.3% -0.4% 3.3% 1.5% -0.1% 1.6% 1% 1.1% 11.7%
2018 6.1% -2.1% 0% -1.5% 2.3% -1.2% -0.5% 3.1% -0.1% -1.3% 0.1% -0.4% 4.6%
2019 1.6% 1.3% 2.6% 2.5% -4.1% 4% 0.6% 7.3% -0.2% -0.5% 3.5% 0.9% 19.5%
2020 0.6% 2.7% 3.4% 7.6% 2.9% 0.6% 7.3% 3.8% -2.8% -0.7% 0.3% 5.4% 31.5%
2021 1% 0.6% 0.5% 2.3% 0.8% -4.7% 1.9% 0% 0% 0% 0% 0% 2.5%
Pos 88.1% 76.2% 64.3% 69% 76.2% 59.5% 76.2% 69% 57.1% 54.8% 83.3% 73.8% 95.3%
Avg 2.6% 1.9% 0.9% 1.3% 2% 0.9% 1.4% 1.2% 0.9% 1.1% 2.7% 1.6% 17.9%

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 IX (CH)

start valley end Drawdown days
1980-01-22 1980-05-01 1980-09-17 -19.26% 239
2000-10-27 2001-12-14 2003-03-05 -18.39% 859
2015-03-19 2015-08-25 2016-06-09 -14.66% 448
1990-08-01 1990-10-16 1991-03-13 -13.49% 224
2008-12-05 2008-12-18 2009-02-17 -11.99% 74

The αc Funds of Funds IX (CH) took approximately 12 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.