Backtest
This document presents a 10-year backtest of the Ridgeview Multi-Assets strategy latest release, illustrating the behavior of the investment framework across multiple market regimes.
The backtest is based on a systematic, actively managed multi-asset approach, with portfolio risk managed at the aggregate level. It 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 personal brokerage account since july-2025, reflecting the real-time execution of our investment framework.
The account is operated on margin and currently runs at approximately 2x portfolio leverage, aligned with the account holder personal risk appetite, diverging from the fund which does not employ leverage. Leverage is used as a risk-scaling tool and the same strategy can be implemented at lower risk levels.
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 personal risk settings may differ from those of a fund or mandate with different risk targets.