CHF Absolute Return

The strategy is based on the AI and computational science. It is optimizing the investment decision process using the risk premium with our algorithms. The strategy is up and running since more than 10 years with continuous improvements. Annualized returns : 6,39% Annualized volatility : 6,65% Max draw down : -10,44% Days to recover : 415 It is a strategy that deliver the optimal returns based on a minimum holding of 52 weeks. Over this period the probability of positive returns are higher than 90%. The beta with SPI : 0,83 The beta with fixed income : -0,12