Backtest
This document presents a 10-year backtest of the Ridgeview Multi-Assets strategy, illustrating the behavior of the investment framework across multiple market regimes.
The backtest incorporates realistic assumptions, including transaction costs and portfolio turnover, and is evaluated against a global equity benchmark for reference.
Key characteristics highlighted in the backtest include:
Strong long-term compounded returns
Controlled drawdowns and low downside volatility
Low equity beta, including during crisis periods
Positive skew and favorable risk-adjusted metrics
Performance is shown for illustrative purposes only. Backtested results do not represent actual trading and should not be interpreted as a guarantee of future performance. The strategy parameters, risk targets, and implementation may differ in live trading.
Live Results
This document presents live performance results generated in a brokerage account since july-2025, reflecting the real-time execution of our investment framework. The live implementation runs the strategy on a margin account with approximately 2× exposure relative to the unlevered model presented in the above backtest.
Results shown represent actual trading, including real market conditions, execution effects, and financing costs.
Past performance is not indicative of future results, and performance achieved under specific risk settings may differ from those of a mandate with different risk targets.