Quants — Core

Balanced Horizon

Moderate

5.18%

CAGR

0.389

Sharpe

0.55

Sortino

-22.4%

Max Drawdown

9.8%

Volatility

Overview

Equal allocation across all eligible assets — zero estimation error baseline.

Methodology

Assigns identical weight to every asset in the universe. No optimization required. Serves as the benchmark against which all active strategies are measured. Immune to covariance estimation error.

Strategy Facts

EngineEqual Weight (1/N) Allocation
Universe34 global multi-asset ETFs
RebalanceQuarterly
Inception2016-01-01
CategoryCore Multi-Asset
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Past performance does not guarantee future results. All figures shown are backtested results, not live trading performance. Balanced Horizon strategy uses Equal Weight (1/N) Allocation optimization.