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 14.1% -19% 1.01 1.45 0.27 11.24%
αc International Equities 1997 17.3% -31.4% 1.23 1.79 0.24 14.48%
αc International Equities II 1997 12.3% -22.8% 0.96 1.37 0.38 8.69%
αc Multi-Asset Opportunities 2005 17.2% -21.7% 1.2 1.76 0.31 14.14%
αc Multi-Asset Opportunities II 2004 13% -15.2% 0.92 1.35 0.26 10.89%
αc U.S. Equities 1986 12.3% -32.3% 0.87 1.2 0.43 7.85%

Last updated on July 26, 2019. Returns are inclusive of transaction fees and taxes.