Unravel

Multi-Factor Portfolio Catalog

Our market-neutral, survivorship-bias-free, multi-factor portfolios are constructed to deliver uncorrelated alpha.
Unravel
Spectra
Combines 6 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
Benchmark (BTC)Portfolio
60.1%
157.9%
1.08
3.00
1.00
0.03
Top 30 Market Cap
Tier 3
Market-Neutral
Survivorship-Bias Free
Multi-Factor
Unravel
Spectra Adaptive
Combines 6 cross-sectional, orthogonal factors - while reducing exposure dynamically in adverse market conditions.
Benchmark (BTC)Portfolio
60.1%
124.7%
1.08
3.09
1.00
0.04
Top 30 Market Cap
Tier 3
Market-Neutral
Survivorship-Bias Free
Multi-Factor
Unravel
Quarta
Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.
Benchmark (BTC)Portfolio
60.1%
141.7%
1.08
2.71
1.00
-0.07
Top 30 Market Cap
Tier 3
Market-Neutral
Survivorship-Bias Free
Multi-Factor
Unravel
Quarta Adaptive
Combines 4 cross-sectional, orthogonal factors - while reducing exposure dynamically in adverse market conditions.
Benchmark (BTC)Portfolio
60.1%
102%
1.08
2.64
1.00
0.01
Top 30 Market Cap
Tier 3
Market-Neutral
Survivorship-Bias Free
Multi-Factor
Unravel
Foundational Factors
Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.
Benchmark (BTC)Portfolio
60.1%
85.5%
1.08
1.80
1.00
0.03
Top 30 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Multi-Factor
Unravel
Foundational Adaptive
Combines cross-sectional momentum and carry factors - while reducing exposure dynamically in adverse market conditions..
Benchmark (BTC)Portfolio
60.1%
82.2%
1.08
2.04
1.00
0.03
Top 30 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Multi-Factor

Single-Factor Portfolios

Our single-factor portfolios are designed to provide a simple and effective way to gain exposure to a specific factor.