-8.4%
since 11/22/2019
-2.0%
Ø-Perf. per year
-1.0%
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
91.7