Skip to content

European All Weather Portfolio

Last Login: 06/12/2020


Blurred line chart showing the performance of a wikifolio as background

Want the full picture?

To view the wikifolio chart since its creation and compare it with benchmarks of your choice, register now – completely free of charge.

+46.9%
since 3/12/2020

+6.0%
Ø-Perf. per year

+8.8%
Performance (1yr)

10.0%
Volatility (1yr)

0.6
Return/Risk



Portfolio chart

Details

Feed

Trading Idea

This is Risk Parity approach portfolio based on the All Weather strategy by Ray Dalio. We optimize the holdings by an a risk split between Growth, Norminal Rates and Inflation. The risk method is Value at Risk based on a student t distribution

Master data

Symbol

WF0RISKPAR

Date created

03/12/2020

Index level

-

High watermark

146.4

Investment Universe

Blurred table showing portfolio positions and key figures as background

Want the full picture?

To view the complete portfolio, all key figures, and previous trades, register now – completely free of charge.

For the composition of the virtual portfolio click here.