Investment Strategies

Strategies suitable for a long-term horizon. Read more about our approach here.

Strategy Start year Annual Return Max Drawdown Sharpe Ratio Sortino Ratio Beta Alpha
αc Developed Markets 1991 13.9% -19% 1 1.43 0.27 11.13%
αc International Equities 1997 17.2% -31.4% 1.23 1.79 0.24 14.52%
αc International Equities II 1997 11.2% -20.8% 0.82 1.17 0.44 7.45%
αc Multi-Asset Opportunities 2005 17.1% -21.7% 1.18 1.74 0.31 14.14%
αc Multi-Asset Opportunities II 2004 13.1% -15.2% 0.92 1.34 0.26 11.03%
αc U.S. Equities 1986 12.4% -32.3% 0.87 1.21 0.43 8%

Last updated on May 28, 2019. Returns are inclusive of transaction fees and taxes.