October Insights: As Good As it Gets

October 27, 2017

Since 2010, our Multi Asset Risk Allocation model has captured 81% of the upside and 57% of the downside vs. our benchmark (70% MSCI ACWI / 30% Lehman US Agg). Our Sharpe Ratio over the past 1 year is 3.4 (we don’t use leverage in our models). o Astoria utilizes a disciplined, cross asset quantitative framework. We are transparent and share our model portfolio allocations in our notes. We feel that is a differentiator.


Click here to read the full research report


Click here for source


Share on Facebook
Share on Twitter
Please reload

Featured Posts

If You Don't Own Commodities, Your Portfolio Is Misallocated

March 12, 2018

Please reload

Recent Posts