EXC Dynamic Equity Unconstrained

DHTcapital

Performance

  • +7,5 %
    seit 30.03.2020
  • -
    1 Jahr
  • -
    Ø-Performance pro Jahr
Sämtliche Gebühren bereits abgezogen

Risiko

  • -12,9 %
    Max Verlust (bisher)
  • 0,55×
    Risiko-Faktor
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Handelsidee

This Wikifolio aims to follow a rules-based quantitative investment strategy. The portfolio should achieve positive returns with lower correlations to equity benchmarks than traditional equity investment funds in the medium to long-term.

The strategy is based on the Allocation Indicator of Excentrica Research, which calculates a target equity allocation for the following trading day based on a diversified set of risk, sentiment, trend and macroeconomic metrics. The Wikifolio should be positioned according to this target allocation at the end of each trading day.

In this unconstrained portfolio, equity allocations should move within 150% and -50% of the daily returns of an equity benchmark. This will be achieved through the investment in index replicating ETFs, leveraged ETFs as well as short ETFs on a benchmark like the DAX, for example, but may also involve single stocks. Furthermore, when Euro yields are positive, unused cash can be allocated to money market or bond funds. mehr anzeigen
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Stammdaten

Symbol
WF00EXCDEU
Erstellungsdatum
30.03.2020
Indexstand
High Watermark
107,0

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Auszeichnungen

Anlageuniversum

Trader

Markus Derenthal
Mitglied seit 21.10.2015

Entscheidungsfindung

  • Fundamentale Analyse
  • Sonstige Analyse