BX US Equity Only Model

Riskalyze 76
An equity-only all-cap US blend of indices designed to provide alpha versus the Russell 3000 with the potential for downside protection through the position in the BX/Thor Low Volatility SDQ index. There are approximately 80 stocks and 3 ETFs contained within this model.

There are approximately 80 stocks and 12 ETFs within this model.
Statistics
BX US Equity Only Model
Russell 3000
Total Return
268.23%
150.60%
Ann. Return (Total)
18.76%
12.88%
Ann. Deviation
15.11%
16.45%
Ann. Sharpe Ratio
(RFR 0.00%)
1.22
0.82
Ann. Sortino Ratio
(RFR 0.00%)
2.18
1.14
Calmar Ratio
-1.14
-0.51
Max. Drawdown
-16.46%
-25.39%
Benchmark: iShares Russell 3000 ETF (Market Data)
DISCLAIMER
Performance Disclosure

All indexes, models, and research provided are strictly for financial professional use only and not to be shared with the public. Indexes and models are licensable through BX Index by financial professionals.

Please see the model and index fact sheets for more information about any specific index, including launch date. Some of these indices contain data that reflect “hypothetical” or “back-tested” returns. All information prior to an index’s launch date is hypothetical (back-tested), not actual performance, and is based on the index methodology in effect on the index launch date applied to the universe at the time. Complete index methodology is available upon request. Back-tested performance reflects application of an index methodology and selection of index constituents with the benefit of hindsight and knowledge of factors that may have positively affected its performance and may be considered to reflect survivor bias. Actual returns may differ significantly from, and be lower than, back-tested returns. Past performance is not an indication of future results. Back-tested performance is for use with institutions/financial professionals only and is not for use with retail investors.

Index and model returns do not represent the actual trading of investable assets/securities. Index One maintains the index and calculates index levels and performance shown but does not manage actual assets. Returns shown do not reflect any sales charge or investment management fees that may have been paid.

General Disclaimer

BX Index and its third-party index providers do not provide investment or tax advice. BX Index and its third-party index providers make no representation or warranty, express or implied, as to the ability of any index to accurately represent its objective and they shall have no liability for any errors, omissions, or interruptions of any index or the data included therein. Past performance of an index is no guarantee of future results. All information provided is general in nature and not tailored to the needs of any person(s) or entities. BX Partners and its third-party index providers are not an investment nor tax advisor and make no representation regarding the advisability of investing in any specific index model for any client.