Equities. Dynamic. Risk Managed.

Performance

  • +1.7 %
    since 2018-12-06
  • +21,2 %
    1 Jahr
    -0,22 %
    Heute
    -9,0 %
    Max Verlust (bisher)
    0,5x
    Risiko-Faktor
    ;
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    • The current portfolio
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Trade Idea

The Elumna Growth wikifolio seeks to efficiently maximising diversification, by dynamically scrutinising the factors affecting equity returns and their co-moments.

The model employs a multi factor, multi layer, multi objective proprietary algorithm, and uses both fundamental and technical data sources with the objective to generate stable growth in any market environment. During periods of extreme volatilities, the portfolio tends to build on defensive stocks limiting drawdowns. On the other hand, once the market reaches a bottom, it reverts to extremely aggressive to accelerate the drawdown recovery time.

The strategy therefore, aims to achieve above benchmark risk adjusted returns and reduced drawdowns in both magnitude and length.

Holding periods vary according to market volatility, however on average positions are held for 1 month. show more
Master data
Symbol
WF000EGRWT
Date created
2018-12-06
Index level
High watermark
101.0

Rules

wikifolio labels

Investment Universe

Trader

Registered since 2018-12-05
I graduated in Economics and post-graduated in Financial Mathematics with a core focus on Risk Management. My strategies are based on solid systematic rules, with little or no room for discretion. I am generally very risk adverse and focus my research on strategies that can yield stable capital appreciation.

Decision making

  • Fundamental analysis
  • Other analysis

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