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
60.7%
147.1%
1.08
2.95
1.00
0.05
Top 40 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
60.7%
120.8%
1.08
3.09
1.00
0.05
Top 40 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
60.7%
129.5%
1.08
2.68
1.00
-0.02
Top 40 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
60.7%
95.2%
1.08
2.66
1.00
0.03
Top 40 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
60.7%
74.5%
1.08
1.70
1.00
0.05
Top 40 Market Cap
Tier 3
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
60.7%
76.1%
1.08
2.01
1.00
0.04
Top 40 Market Cap
Tier 3
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.