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 1970 14.5% -31.9% 0.95 1.45 0.32 11.93%
αc Funds of Funds I 1976 14.1% -18.1% 1.25 1.99 0.24 11.06%
αc International Equities 1997 12.8% -25.3% 0.9 1.43 0.07 12.37%
αc International Equities II 1997 10.7% -21% 0.91 1.39 0.23 8.73%
αc Multi-Asset Opportunities 1976 15.7% -25.6% 1.13 1.78 0.19 14.32%
αc Multi-Asset Opportunities II 2004 12.8% -15.2% 0.91 1.33 0.26 10.76%
αc U.S. Equities 1986 12.1% -32.3% 0.85 1.18 0.44 7.7%

Last updated on September 27, 2019. Returns are inclusive of transaction fees and taxes.