+11.9%
since 11/11/2018
+2.1%
Ø-Perf. per year
+14.0%
Performance (1yr)
10.9%
Volatility (1yr)
0.1
Return/Risk
Portfolio chart
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Trading Idea
I believe that markets are simply not efficient when it comes to reacting to news releases or quarterly results. This strategy aims to profit from overreactions in markets surrounding high volatility events. I would describe it as a reversion to the mean strategy since I look for distortions due to sentiment that are not alligned with the long term outlook.
Master data
Symbol
WF00PT3891
Date created
11/11/2018
Index level
-
High watermark
115.9