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 YTD MTD
αc Compound Portfolio I 2007 19.8% -37.2% 1.1 1.58 - - -13% -1.6%
αc Compound Portfolio II 2008 39.5% -31.2% 1.75 2.57 - - 30.4% 1.8%
αc Compound Portfolio III 2008 36.6% -31% 1.69 2.45 - - 25.5% 1.7%
αc Developed Markets 1970 13.6% -24.4% 0.94 1.41 - - 13% 0.4%
αc Funds of Funds I 1976 12.7% -16.6% 1.32 2.03 - - 5.9% 0.8%
αc Funds of Funds I (CH) 1979 15.7% -21.6% 1.3 1.99 - - 3% 0.9%
αc Funds of Funds II 1976 9.7% -12% 1.43 2.51 - - 5.7% 0.4%
αc Funds of Funds III 1976 14.3% -16.5% 1.25 1.9 - - 3% 0.8%
αc Funds of Funds IV 2009 18.6% -21.7% 1.57 2.22 - - 11% 1.6%
αc Funds of Funds IX 1977 14.8% -14% 1.44 2.3 - - 18% 1.3%
αc Funds of Funds IX (CH) 1979 17.9% -16.1% 1.41 2.25 - - 14.4% 1.2%
αc Funds of Funds V 2009 17.5% -20.4% 1.74 2.48 - - 10% 1.3%
αc Funds of Funds V (CH) 2010 19.4% -21.7% 1.58 2.29 - - 6.2% 0.6%
αc Funds of Funds VI 2009 16.2% -18.9% 1.63 2.32 - - 11% 1.3%
αc Funds of Funds VI (CH) 2010 18.1% -20.3% 1.52 2.19 - - 7.8% 1.3%
αc Funds of Funds VII 1977 14.6% -15.3% 1.45 2.34 - - 6.6% 0.9%
αc Funds of Funds VIII 1977 13.9% -14.8% 1.36 2.17 - - 24.3% 1.8%
αc Funds of Funds VIII (CH) 1979 16.7% -17.8% 1.34 2.13 - - 20.7% 1.8%
αc International Equities 1997 11.7% -34.1% 0.76 1.16 - - -26.5% 1.8%
αc International Equities II 1996 11.6% -21.1% 0.93 1.4 - - -1.7% 0.7%
αc International Equities III 1970 10.6% -22.3% 0.89 1.39 - - -1.7% 0.7%
αc Multi-Asset Defensive 2004 12.6% -15.3% 0.91 1.32 - - 8.1% 4.4%
αc Multi-Asset Defensive II 1977 14.9% -15.4% 1.29 2.1 - - 20.1% 0.7%
αc Multi-Asset Opportunities 1976 13.2% -28.2% 0.96 1.42 - - -8.1% 3.6%
αc Multi-Asset Opportunities II 1976 13.7% -23% 1.15 1.78 - - -7.1% 1.2%
αc Multi-Asset Opportunities III 1976 11.7% -23.9% 1.07 1.74 - - -9.9% 1.1%
αc Multi-Asset Opportunities IV 1976 12.2% -16.5% 1.16 1.79 - - 28.4% 3%
αc Multi-Asset Opportunities IV Slow/Fast 1976 14.3% -17.7% 1.28 1.95 - - 15.4% 1.7%
αc U.S. Equities 1987 12.6% -33.2% 0.86 1.19 - - 6% 2.2%
αc U.S. Equities II 1971 13.9% -33.2% 1.01 1.44 - - 17% 2.3%
αc UI Global Flexible 1996 9% -10.7% 1.35 2.29 - - -1.1% 2.9%

Last updated on July 7, 2020. Returns are inclusive of transaction fees and taxes.