SMI optimized
Simeon Stoitzev
| RIalpha
Last Login: 04/17/2024
+30.9%
since 1/3/2017
-
Ø-Perf. per year
-
Performance (1yr)
-
Volatility (1yr)
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Return/Risk
Portfolio chart
DetailsFeed
Trading Idea
Optimized long only investment in the Swiss Market Index. the strategy looks at over/under-weighting the members of the index in order to out-perform a passive investment. It aims to profit from mid-term investor mis-pricing.
Master data
Symbol
WF00SMIOPT
Date created
01/03/2017
Index level
-
High watermark
133.3