Momentum & Trend

Metropolit

Performance

  • +5.1 %
    since 2018-02-23
  • +7.5 %
    1 Year
  • +1.8 %
    Ø-Performance per year
All fees have already been deducted

Risk

  • -37.3 %
    Maximum loss (to date)
  • 0.28×
    Risk factor
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Trading Idea

The Wikifolio uses the whole Wikifolio.com universe to select country specific ETFs in developped and emerging markets.
Developped equities are capped at 60% whereas emerging equity markets are capped at 40%. Country-specific markets are ranked among their past 6M performance (momentum component). The top 50% of the considered country-specific a trend analysis is done using moving averages. An exposure is only taken if the market has a positive momentum and a positive trend.
The following developped markets are considered:
- Canada
- USA
- UK
- France
- Germany
- Switzerland
- Nordic Europe
- Spain
- Austria
- Australia
- Japan
The following emerging markets are considered:
- Poland
- Turkey
- Brazil
- Mexico
- Russia
- Greece
- China
- Malaysia
- Korea
- Indonesia
- India
- Thailand
- Pakistan

Exposures are equally weighted based on the amount of markets (i.e. countries) considered.
Example:
Assume the following: The current portfolio amount is 100k, there are 11 developped markets considered and positive momentum is defined as a performance better than 50% of the peer-markets.
If the MSCI USA has positive momentum and a positive trend an amount of [100'000/rounded(11*0.50)]= 16'666.7 is invested in a MSCI USA ETF. If either momentum or trend (or both) are not given, no money is invested and cash is held.
Based on the principles stated above, each market is assessed and the portfolio is rebalanced on a monthly basis.
I strongly believe that a rule based approach as described above leads to superior risk-adjusted performance compared to simply long-only investments.
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Das Wikifolio nimmt das ganze Wikifolio.com Anlageuniversum als Basis für Länderspezifische ETFs. Dabei werden Industrienationen, wie auch Emerging Markets betrachtet. Alle Länder MSCIs werden nach der vergangenen 6M Performance rangiert (Momentumkomponente). Die Top 50% der Märkte werden einer Trendanalyse basierend auf Moving Averages unterzogen. show more

Master data

Symbol
WF0MOANDTR
Date created
2018-02-23
Index level
High watermark
105.2

Rules

wikifolio labels

Investment Universe

Trader

Patrick Spichiger
Registered since 2013-09-23

Decision making

  • Technical analysis