EXC Dynamic Equity Unconstrained

DHTcapital

Performance

  • +11.0 %
    since 2020-03-30
  • +19.0 %
    1 Year
  • +9.1 %
    Ø-Performance per year
All fees have already been deducted

Risk

  • -12.9 %
    Maximum loss (to date)
  • 0.51×
    Risk factor
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Trading Idea

This Wikifolio aims to follow a rules-based quantitative investment strategy. The portfolio should achieve positive returns with lower correlations to equity benchmarks than traditional equity investment funds in the medium to long-term.

The strategy is based on the Allocation Indicator of Excentrica Research, which calculates a target equity allocation for the following trading day based on a diversified set of risk, sentiment, trend and macroeconomic metrics. The Wikifolio should be positioned according to this target allocation at the end of each trading day.

In this unconstrained portfolio, equity allocations should move within 150% and -50% of the daily returns of an equity benchmark. This will be achieved through the investment in index replicating ETFs, leveraged ETFs as well as short ETFs on a benchmark like the DAX, for example, but may also involve single stocks. Furthermore, when Euro yields are positive, unused cash can be allocated to money market or bond funds. show more

Master data

Symbol
WF00EXCDEU
Date created
2020-03-30
Index level
High watermark
111.7

Rules

wikifolio labels

Investment Universe

Trader

Markus Derenthal
Registered since 2015-10-21

Decision making

  • Fundamental analysis
  • Other analysis