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Min Corr EuroStoxx 50 Werte

Oscar Alberte

 | SystAlt

Last Login: 08/30/2022


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+33.7%
since 12/13/2019

+4.7%
Ø-Perf. per year

+14.6%
Performance (1yr)

13.5%
Volatility (1yr)

0.2
Return/Risk



Portfolio chart

Details
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Trading Idea

Die systematische Strategie zielt darauf ab, in die 10 am wenigsten zueinander korrelierten Aktien des EuroStoxx 50 zu investieren und jede Position nach ihrem spezifischen Beitrag zur Gesamtkorrelation zu gewichten. Es werden weder Gewichtsbeschränkungen noch spezifische Sektorneigungen vorgenommen. Die Strategie wird monatlich angepasst, damit der Umsatz unter Kontrolle bleibt.

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Master data

Symbol

WF00ES50MC

Date created

12/13/2019

Index level

-

High watermark

138.0

Investment Universe

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For the composition of the virtual portfolio click here.