Beat Passive Investing

with higher returns and lower drawdowns

21x returns of the SP500

of our conservative Combined Alpha Strategy backtested since August 2006

-9% Maximum Drawdown

of our conservative Combined Alpha Strategy compared to -55% maximum drawdown of the SP500

Uncorrelated strategies

to the market. All strategies have a tactical long volatility component which gives crisis alpha in times of market turmoil

We’re not saying put all your eggs in our basket. A 20% allocation to our aggressive Combined Alpha Strategy would have helped all portfolio metrics as opposed to holding the SP500 passively.

SPY80% SPY + 20% AggressiveConservativeAggressive
Growth of $10,000$39,229$89,046$841,176$2,972,655
Annualized Return (CAGR)9.97%16.39%35.95%48.37%
Annualized Volatility20.35%17.5%16.07%20.04%
Sharpe Ratio0.490.942.242.41
Ulcer Performance Index0.72.5514.2811.3
Max Daily Drawdown-55.2%-34.6%-8.94%-14.53%
Max Monthly Drawdown-50.8%-30.29%-6.15%-10.73%

Summary Statistics

A 20% allocation to the aggressive Combined Alpha Strategy would’ve yielded 2.3 times the return of the SP500.

In addition to this, The 20% allocation strategy would’ve had a daily drawdown of only -34.6% as opposed to SP500’s -55.2%.

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