Multi-Factor Portfolio Catalog

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

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

	Benchmark (BTC)	Portfolio
CAGR	62.9%	112.4%
Sharpe Ratio	1.10	2.51
Beta	1.00	-0.01

Top 40 Market Cap

Survivorship-Bias Free

Quarta Adaptive

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

	Benchmark (BTC)	Portfolio
CAGR	62.9%	95.6%
Sharpe Ratio	1.10	2.63
Beta	1.00	0.01

Top 40 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	62.9%	87.1%
Sharpe Ratio	1.10	1.86
Beta	1.00	0.05

Top 40 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	62.9%	81.5%
Sharpe Ratio	1.10	2.06
Beta	1.00	0.04

Top 40 Market Cap

Survivorship-Bias Free

Single-Factor Portfolios

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

Single-Factor Portfolios have moved

The Single-Factor Portfolios have moved to the Cross-Sectional Factors page so that it is easier to find.