Quants — Core
Stability Focus
4.82%
CAGR
0.491
Sharpe
0.71
Sortino
-14.7%
Max Drawdown
7.1%
Volatility
Overview
Lowest-volatility portfolio on the efficient frontier.
Methodology
Minimizes portfolio variance without any return forecast. Solves w = Σ⁻¹·1 / (1'·Σ⁻¹·1) using EWMA covariance (λ=0.97). The most conservative optimization — pure risk minimization.
Strategy Facts
EngineMinimum Variance Optimization
Universe34 global multi-asset ETFs
RebalanceQuarterly
Inception2016-01-01
CategoryCore Multi-Asset
Past performance does not guarantee future results. All figures shown are backtested results, not live trading performance. Stability Focus strategy uses Minimum Variance Optimization optimization.