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Global Developed Outperformers

Last Login: 12/27/2023


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-10.5%
since 11/22/2019

-1.6%
Ø-Perf. per year

-0.9%
Performance (1yr)

0.0%
Volatility (1yr)

-0.4
Return/Risk



Portfolio chart

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Trading Idea

The constituents of this portfolio are found through a variety of proprietary Python algorithms that scan SP500 stocks. The portfolio is updated every two to four weeks, given that the models forecast stock price changes for this duration of time. The algorithms are mostly the standard ones with performance-oriented tweaks. Given that using constituents of one index only leads to a high correlation in the stocks' prices, i.e. less diversification and thus higher risk, the portfolio will soon be updated to include a variety of asset types spread out over multiple international indices. Return is engineered to be at 39%/annum at a risk of 14%.

Master data

Symbol

WF0JKL2019

Date created

11/22/2019

Index level

-

High watermark

90.0

Investment Universe

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For the composition of the virtual portfolio click here.