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.
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