Strategy: αc Multi-Asset Defensive IV (RA)

Investment Objective

Aggressive Long-Term Capital Appreciation

Annualized Return



5+ years

Rebalancing Frequency



The portfolio pursues a rather defensive 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 one single asset according to certain calculations, and rebalance once a month.

The investment universe for the portfolio is comprised of multiple assets classes, ranging from large to mid-cap developing markets, emerging markets and fixed-income instruments.

Period: January 2013 - April 2021.

Compare with
S&P 500 (US Large Cap) (SP500.X)
  • 🚀 Performance

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    αc Multi-Asset Defensive IV (RA)
    • Annualized Return: 14.04%
    • Sharpe: 1.15
    • Sortino: 1.7
    S&P 500 (US Large Cap)
    • Annualized Return: 15.44%
    • Sharpe: 0.94
    • Sortino: 1.3
  • 📉 Downturns

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    αc Multi-Asset Defensive IV (RA)
    • Max Drawdown: -14.81%
    • Average recovery time of large downturns: 9 months
    S&P 500 (US Large Cap)
    • Max Drawdown: -33.7%
    • Average recovery time of large downturns: 6 months
  • 📊 Historical annual returns

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    αc Multi-Asset Defensive IV (RA)
    • Positive year ratio: 89%
    • Outperformance ratio (vs. benchmark): 33%
    S&P 500 (US Large Cap)
    • Positive year ratio: 89%
  • 📅 Historical monthly returns

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  • 🏦 Trades

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  • 🍰 Allocation

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