1 BetaDAX

  • +11.1 %
    since 2017-01-02
  • +7.1 %
    1 Year
  • +3.0 %
    Ø-Performance per year
All fees have already been deducted
  • -37.0 %
    Maximum loss (to date)
  • 0.73×
    Risk factor
Content after Login

You want access to all the information?

To see actual portfolio of this wikifolio, the performance-chart and sustainability-score please register now - for free.


Trading Idea

The strategy challenges the Efficient Markets Theory Hypothesis by taking a portfolio of german stocks which replicate DAX Performance Index and changing the weightings according to the Beta of each component. The main goal of the strategy is to achieve a positive alpha when comparing the portfolio performance with its original so it should be rewarded only when the return of the Beta Portfolio is higher then the return of the original portfolio, DAX Performance Index.
The portfolio gets rebalanced once a year or whenever there is a change in the original index composition.
show more
Master data
Date created
Index level
High watermark


wikifolio labels

Investment Universe


Sergiu Mandis
Registered since 2015-10-28

Decision making

  • Fundamental analysis


Don't miss out on anything!
To see all comments of this wikifolio please create an account.