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
52.9%
146.5%
1.01
2.97
1.00
0.04
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
52.9%
128.1%
1.01
3.21
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
52.9%
124.7%
1.01
2.63
1.00
-0.03
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
52.9%
92.4%
1.01
2.63
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
52.9%
74.2%
1.01
1.71
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
52.9%
74%
1.01
1.99
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.