-80.1%
since 12/3/2020
-38.0%
Ø-Perf. per year
-16.0%
Performance (1yr)
66.8%
Volatility (1yr)
-0.6
Return/Risk
Portfolio chart
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Trading Idea
A quantiative tech ipo strategy focusing mainly on tech and other industries associated with tech. The strategy invests most of its assets in young companies which had there ipos' in recent years. The strategy's main universe are all stocks traded on US exchanges. The goal is to beat the performance of the Nasdaq 100 over a 5 year rolling period. The strategy can invest in derivatives and the strategy will go into cash once a long term downtrend is identified. Overall the goal is to deliver high rewards and protect from long term downtrends.
Master data
Symbol
WF00TIS100
Date created
12/03/2020
Index level
-
High watermark
23.7