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 14.6% -31.9% 0.96 1.47 0.33 11.2%
αc Funds of Funds I 1976 14.1% -18.1% 1.27 2.03 0.25 10.96%
αc Funds of Funds II 1976 10.4% -11.8% 1.45 2.58 0.12 9.18%
αc International Equities 1997 13% -25.3% 0.92 1.46 0.07 12.58%
αc International Equities II 1997 11% -21% 0.93 1.43 0.23 8.93%
αc Multi-Asset Opportunities 1976 15.9% -25.7% 1.15 1.82 0.2 13.44%
αc Multi-Asset Opportunities II 2004 10.8% -16% 0.79 1.15 0.26 8.97%
αc U.S. Equities 1986 12.4% -32.3% 0.87 1.21 0.44 7.84%
αc UI Global Flexible 1996 10% -10.8% 1.51 2.69 0.59 5.24%

Last updated on January 9, 2020. Returns are inclusive of transaction fees and taxes.