+5.9%
since 10/27/2017
+0.9%
Ø-Perf. per year
+12.5%
Performance (1yr)
7.1%
Volatility (1yr)
0.1
Return/Risk
Portfolio chart
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Trading Idea
This portfolio is focused on equity financials, in Europe and US. Absolute return, with stock picking based on a bottom-up approach. Minimize volatility trough stocks with negative correlations, trades on valuation bottom, opportunistic stock selection outside financials when sector correlation is negative (eg utilities, real estate). The portfolio can take short positions, also trough derivatives. Portfolio will tend to be concentrated in few positions.
Master data
Symbol
WF000FIN01
Date created
10/27/2017
Index level
-
High watermark
106.0