Systematic Large Cap EU

Rolf Nelson

Performance

  • -10.8 %
    since 2018-02-01
  • +21,2 %
    1 Jahr
    -0,22 %
    Heute
    -9,0 %
    Max Verlust (bisher)
    0,5x
    Risiko-Faktor
    ;
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    • All key figures
    • The current portfolio
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Trade Idea

The Wikifolio intends to investment into EU Large Cap Securities (including Equities across D-A-CH and Euroland Countries).

A systematic screening of the individual securities (internally developed modelling of rule based investments) is the basis for the second layer of the strategy in which a Portfolio Asset Allocation is applied to optimize the Diversification benefits, consider Cash Positions, etc.

The internally, forecast free Approach is systematically selecting single Equities that do exhibit opportunities on the up/donwside. Whilst Long opporunities are are applied a second systematic Screening to create a short list or Portfolio positions are short opporunities used to determine Risk reducing Adjustments.

The Investment Approach is only investing into Equities and applies a medium term investment approach which will lead to regular adjustments (Week to Month). show more
Master data
Symbol
WF000PFIEU
Date created
2018-02-01
Index level
High watermark
100.0

Rules

wikifolio labels

Investment Universe

Trader

Rolf Nelson
Registered since 2012-12-12

Decision making

  • Technical analysis

Comments

Comment

Nach dem positiven, jedoch höchstwahrscheinlich kurzfristigen Pullback sichern wir die Portfoliobeiträge kurzfristig mit der DAX ETF Short Position ab. Sobald sich der Sturm etwas gelegt hat wird wieder ein neue Asset Allokation gemäß turnuns vorgenommen.

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Comment

German: Nach fast 6 Monaten Aufbau des Track Record konnte das Ziel eine Outperformance zur Benchmark, EuroStoxx50, erreicht werden. Insbesondere in den Monaten mit erhöhtem Downside Risiko konnte die Diversifizierung und Systematische Selektion der Titel bzw. der angepassten Allokation überzeugen und in den Monaten Februar, Mai, Juni einen deutlichen Mehrwert gegenüber dem Index ausweisen. Auch hat sich der bisher genutzte Mittelfristige (Wochen bis Monate) Investmenthorizont als relativ stabil erwiesen und wird so fortgesetzt. Die regelmäßigen Überprüfungen der einzelnen Auslastungen hat jüngst eine neue Asset Allokation als Vorteilhaft identifiziert, diese wird in den kommenden Tagen umgesetzt. English: After almost 6 Month of building up the track record a overall positive conclusion can be made in regards to achieving a Outperformance to the Wikifolio Benchmark EuroStoxx50. In particular, month that have seen an increasing downside risk evidenced the systematic selection of individual securities and adjustments to the Asset Allocation can create added value which is shown foremost in the month of February, May and June. Also, the currently applied approach of medium term Allocations (Weeks to Month) proved relative stability and will be continued as it is. The continuously performed validations of the current Portfolio, the individual securities recently identified potential benefits to implementing a update to the Asset Allocation, which will be implemented in the next couple of days. show more
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