Evidence

A historical comparison of Noor published target weights against the contractual 50 / 30 / 10 / 10 mix, on the same index sleeves.

How to read the charts

The first chart is total wealth. The second is the five year rolling edge. The third is cumulative extra wealth. the usual way to ask whether the process built an edge over time. Tables then add cost, crises, and a statistical test.

Both books use the same market sleeves. Only the weights differ. This measures the top level mix only. It does not include regional or style tilts inside equities. Cost cases are estimates, not a broker quote. History covered: 43.1 years.

Total wealth

Starting at 1. Dark green is the process book. Gold dashed is the static 50 / 30 / 10 / 10 book.

Process book (Noor) Static book (50 / 30 / 10 / 10)
28.8 21.6 14.4 7.2 1.0 1983 1995 2008 2018 2026 Wealth (start = 1) Calendar year

X axis is year. Y axis is total wealth. Different colour and stroke so the two curves stay distinct.

Five year rolling extra return

Annualised extra return of the process book versus the static book over the prior five years. Above the dashed zero line, the process was ahead on that window.

Five year extra return, percentage points per year
+4 +2 0 -2 -4 1988 1998 2008 2018 2026 Percentage points per year Calendar year

A reading above zero means Noor beat the contractual mix over the previous five years.

Cumulative extra wealth

Noor total relative wealth versus the static book, compounded from the start. A rising line means the edge is building.

Cumulative extra return, process versus static book
+56% +42% +28% +14% 0 1983 1995 2008 2018 2026 Extra wealth versus static book Calendar year

Y axis is extra wealth versus the static book, not the raw market level.

Portfolio metrics

Gross of trading costs. See cost adjusted cases below. Based on 43.1 years of history.

MetricNoor (gross)Static book
Annual growth (CAGR)+8.08%+6.97%
Worst fall-16.62%-25.55%
Calmar (growth / |worst fall|)0.490.27
Sortino ratio1.631.12
Time to recover from the worst fall415 trading days (~19.8 months)294 trading days (~14.0 months)
Volatility7%8%
Sharpe1.230.88
Beta to the static book0.57
Hit rate59% of full calendar years (41 years covered)
Best calendar year1995 · process +27.42% versus static +24.87%
Worst calendar year2022 · process -10.07% versus static -13.50%

The robust finding is capital preservation, not extra return. Worst fall -17% versus -26%. That protection holds at every cost level tested.

Statistical test (5 basis points, autocorrelation corrected): Information Ratio 0.10 · t stat 0.79 · p value 0.43 · not significant at 95% confidence.

Cost adjusted cases

Portfolio Annual return Versus static book Annual vol Sharpe Worst fall
Static book (50 / 30 / 10 / 10)7%8%0.88-26%
Noor (gross)8%+1.10 pp7%1.23-17%
Noor (5 bps round trip)8%+0.75 pp7%1.18-17%
Noor (10 bps round trip)7%+0.41 pp7%1.13-17%
Noor (20 bps round trip)7%-0.29 pp7%1.02-17%

Cost cases are estimates, not a specific broker quote. Extra return fades as costs rise. The shallower worst fall does not.

During known crises

Period Process Static book Edge Process worst fall Static worst fall
GFC 2008 to 2009+5%-13%+18.52 pp-6%-21%
Euro debt 2011+8%+4%+4.33 pp-3%-7%
Covid crash 2020-1%-7%+5.68 pp-8%-16%
Inflation shock 2022-10%-14%+3.43 pp-12%-17%

Same instruments on both sides. Only the weights differ. This is the top level asset class decision, not regional or style tilts inside equities.

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