← Volaren strategies
Balanced Multifactor
freeMomentum, value and low-vol INTEGRATED into one score, the AQR construction.
Scores every name on momentum, valuation and calmness AT ONCE and buys the 12 best all-around scores. This is the integrated construction AQR made standard: one combined score, not three sleeves, so a holding must be decent at everything. The factors' good and bad years offset each other.
Live record, paper-traded nightly since 2026-07-26
+1.0%
since inception
12
holdings today
monthly
rebalance
VZ · BAC · JPM · MRK · JNJ · NEE · UNP · PFE · KO · PEP · PG · MCD
The record accrues live from 2026-07-26 and is never backfilled.
Standing backtest · 2012-01-03 → 2026-09-18
+19.7%
CAGR
100%
probabilistic Sharpe
−27.9%
max drawdown
| Year | Strategy | Benchmark |
|---|---|---|
| 2012 | +15.4% | +14.2% |
| 2013 | +33.6% | +32.3% |
| 2014 | +18.5% | +13.5% |
| 2015 | +11.9% | +1.2% |
| 2016 | +29.4% | +12.0% |
| 2017 | +35.2% | +21.7% |
| 2018 | +4.7% | -4.6% |
| 2019 | +18.6% | +31.2% |
| 2020 | +51.3% | +18.3% |
| 2021 | +17.7% | +28.7% |
| 2022 | -5.0% | -18.2% |
| 2023 | +9.9% |
Track records shown are paper-traded model performance, not client returns, and never a promise of future results. Nothing here is personalized investment advice.