Global Developed Outperformers
Letzter Login: 05.08.2020
Performance
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-5,5 %seit 22.11.2019
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-9,6 %1 Jahr
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-4,8 %Ø-Performance pro Jahr
Risiko
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-15,9 %Max Verlust (bisher)
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0,00×Risiko-Faktor
Handelsidee
The constituents of this portfolio are found through a variety of proprietary Python algorithms that scan SP500 stocks.
The portfolio is updated every two to four weeks, given that the models forecast stock price changes for this duration of time.
The algorithms are mostly the standard ones with performance-oriented tweaks. Given that using constituents of one index only leads to a high correlation in the stocks' prices, i.e. less diversification and thus higher risk, the portfolio will soon be updated to include a variety of asset types spread out over multiple international indices.
Return is engineered to be at 39%/annum at a risk of 14%. mehr anzeigen
The portfolio is updated every two to four weeks, given that the models forecast stock price changes for this duration of time.
The algorithms are mostly the standard ones with performance-oriented tweaks. Given that using constituents of one index only leads to a high correlation in the stocks' prices, i.e. less diversification and thus higher risk, the portfolio will soon be updated to include a variety of asset types spread out over multiple international indices.
Return is engineered to be at 39%/annum at a risk of 14%. mehr anzeigen
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Stammdaten
|
Symbol
|
WF0JKL2019 |
|
Erstellungsdatum
|
22.11.2019 |
| Indexstand | |
|
High Watermark
|
94,4 |
Regeln
Anlageuniversum
Trader
Mitglied seit 22.11.2019
Entscheidungsfindung
- Technische Analyse