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 19.5% -37.2% 1.11 1.59 0.63 14% -19.8% -19%
αc Compound Portfolio II 2008 36.8% -31.2% 1.69 2.46 0.83 22% -4.8% -7%
αc Compound Portfolio III 2008 34.2% -31% 1.64 2.36 0.9 19% -5.7% -7%
αc Developed Markets 1970 14.3% -33.1% 0.91 1.38 0.31 11% -1.5% 7.3%
αc Funds of Funds I 1976 14.4% -17.2% 1.26 2 0.22 12% -0.3% 0.9%
αc Funds of Funds II 1976 10.6% -12% 1.42 2.45 0.11 9% 1.5% 0.2%
αc International Equities 1997 12.1% -34.1% 0.79 1.21 0.14 12% -21.7% -11.7%
αc International Equities II 1996 11.4% -21.1% 0.92 1.38 0.24 9% -4.5% 3.8%
αc Multi-Asset Defensive 2004 12.3% -15.3% 0.89 1.3 0.21 11% 0.5% 3%
αc Multi-Asset Opportunities 1976 15.9% -25.9% 1.07 1.65 0.27 13% -9% -6.2%
αc Multi-Asset Opportunities II 1976 16.3% -18.4% 1.22 1.97 0.14 14% -4.1% -4.2%
αc Multi-Asset Opportunities III 1976 13.8% -20.7% 1.15 1.9 0.21 11% -10.6% -7.4%
αc U.S. Equities 1987 12.6% -33.2% 0.86 1.2 0.4 9% 2.7% 9.7%
αc UI Global Flexible 1996 8.9% -10.7% 1.35 2.29 0.52 5% -4.4% 0.5%

Last updated on March 27, 2020. Returns are inclusive of transaction fees and taxes.