Dynamic Asset Allocation
Manuel Deodati
| Elumna
Last Login: 03/22/2024
-6.8%
since 12/10/2018
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Ø-Perf. per year
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Performance (1yr)
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Volatility (1yr)
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Return/Risk
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Trading Idea
The system employs quantitative methods to detect shifts in capital flows, and should allocate its funds in a broad range of asset classes ETFs, with the aim of maximising multidimensional diversification, thru several layers of systematic vetting. It should invest dynamically in Gold, Bonds, Domestic and International Equities, Currencies and Alternatives. Securities should be held on average for 1 month, during periods of extreme volatility holding period may vary. The aim of the strategy should be to generate stable growth in every market condition, with minimal losses and fast recovery.
Master data
Symbol
WF000EDAAA
Date created
12/10/2018
Index level
-
High watermark
121.2