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Deutschland Long/Short

Nada Stiel

 | GreenLady

Last Login: 03/23/2016


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+38.2%
since 10/31/2014

+3.3%
Ø-Perf. per year

+14.8%
Performance (1yr)

23.0%
Volatility (1yr)

0.1
Return/Risk



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Trading Idea

Ziel der Strategie soll die optimale Ausnutzung der jeweiligen Marktlage sowohl auf dem deutschen Aktien- wie Rentenmarkt sein. Hierzu sollen DAX- sowie Bundfuture ETF's gewählt werden und zwar sowohl Long- als auch Short ETF's. Das Portfolio wird täglich geprüft und aufgrund statistischer Verfahren wenn nötig rebalanciert. Als Datenbasis dient die Kursversorgung von Yahoo-Finance. Dem Portfolio liegt ein mittel- bis langfristiger Anlagehorizont zugrunde.

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Master data

Symbol

WF00288889

Date created

10/31/2014

Index level

-

High watermark

145.4

Investment Universe

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