Quants — Core
Guided Risk
5.31%
CAGR
0.735
Sharpe
1.05
Sortino
-10.8%
Max Drawdown
5.3%
Volatility
Overview
Target risk allocation per asset class bucket.
Methodology
Assigns risk budgets proportional to target allocation per bucket (equities, bonds, credit, real assets, cash). Solves via CCD with custom budget vector. Risk-aware without return forecasts.
Strategy Facts
EngineRisk Budgeting 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. Guided Risk strategy uses Risk Budgeting Optimization optimization.