-1.2%
since 6/29/2017
-
Ø-Perf. per year
-
Performance (1yr)
-
Volatility (1yr)
-
Return/Risk
Portfolio chart
DetailsFeed
Trading Idea
European Momentum invests in top performing European stocks and shorts the market index to arrive at equity market neutrality. This strategy is based on the Momentum and Industry Momentum effects which have been discussed in the academic literature. The strategy can invest in stocks and/or ETFs.
Master data
Symbol
WF000EUMOM
Date created
06/29/2017
Index level
-
High watermark
100.4