Multi-Factor Portfolio Catalog

Our market-neutral, survivorship-bias-free, multi-factor portfolios are constructed to deliver uncorrelated alpha.

Combines 6 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.

	Benchmark (BTC)	Portfolio
CAGR	51.3%	160.3%
Sharpe Ratio	0.99	3.08
Beta	1.00	0.03

Top 30 Market Cap

Survivorship-Bias Free

Spectra Adaptive

Combines 6 cross-sectional, orthogonal factors - while reducing exposure dynamically in adverse market conditions.

	Benchmark (BTC)	Portfolio
CAGR	51.3%	127.9%
Sharpe Ratio	0.99	3.16
Beta	1.00	0.04

Top 30 Market Cap

Survivorship-Bias Free

Spectra High-Turnover

Combines 6 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance & high turnover.

	Benchmark (BTC)	Portfolio
CAGR	51.3%	111.9%
Sharpe Ratio	0.99	2.50
Beta	1.00	0.01

Top 30 Market Cap

Survivorship-Bias Free

Quarta (Deprecated)

Combines 4 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.

	Benchmark (BTC)	Portfolio
CAGR	51.3%	131.4%
Sharpe Ratio	0.99	2.74
Beta	1.00	-0.04

Top 30 Market Cap

Survivorship-Bias Free

Quarta Adaptive (Deprecated)

Combines 4 cross-sectional, orthogonal factors - while reducing exposure dynamically in adverse market conditions.

	Benchmark (BTC)	Portfolio
CAGR	51.3%	93.1%
Sharpe Ratio	0.99	2.57
Beta	1.00	0.01

Top 30 Market Cap

Survivorship-Bias Free

Foundational Factors

Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.

	Benchmark (BTC)	Portfolio
CAGR	51.3%	82.8%
Sharpe Ratio	0.99	1.75
Beta	1.00	0.03

Top 30 Market Cap

Survivorship-Bias Free

Foundational Adaptive

Combines cross-sectional momentum and carry factors - while reducing exposure dynamically in adverse market conditions..

	Benchmark (BTC)	Portfolio
CAGR	51.3%	76.4%
Sharpe Ratio	0.99	1.94
Beta	1.00	0.03

Top 30 Market Cap

Survivorship-Bias Free