+17.8%
since 3/12/2020
+4.1%
Ø-Perf. per year
+7.5%
Performance (1yr)
7.4%
Volatility (1yr)
0.4
Return/Risk
Portfolio chart
DetailsFeed
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
118.7