LONG-RUN INVESTOR publishes scientifically-designed and
easy-to-replicate portfolio indices constructed to help long-run investors
benchmark their performance, and improve their risk-taking.
You can explore our portfolio indices using the search bar above, or by choosing one of the options below.
CORE
CORE is a weekly rebalanced portfolio of equities and bonds. Its main objective is to provide upside exposure to traditional asset classes while limiting downside risk. It builds on MinMax DrawDown Control.
EDGE
EDGE is a daily rebalanced portfolio of equities and bonds. It seeks to achieve enhanced returns by harvesting a variety of signal-driven premia. It protects against potential drawdowns using MinMax DrawDown Control.
CRC
CRC (Crypto Risk-Control) is a family of drawdown-controlled portfolios investing in crypto-currencies.