Quants — Core

Balanced Risk

Low

4.56%

CAGR

0.452

Sharpe

0.64

Sortino

-15.2%

Max Drawdown

7.4%

Volatility

Overview

Equalizes risk contribution from every asset in the portfolio.

Methodology

Solves the Equal Risk Contribution problem via Spinu's Cyclical Coordinate Descent. Each asset contributes identically to total portfolio risk. No return forecast needed.

Strategy Facts

EngineEqual Risk Contribution (ERC)
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 Risk strategy uses Equal Risk Contribution (ERC) optimization.