-39.0%
since 9/11/2020
-12.5%
Ø-Perf. per year
+18.3%
Performance (1yr)
29.9%
Volatility (1yr)
-0.3
Return/Risk
Portfolio chart
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Trading Idea
A quantiative tech growth strategy focusing mainly on tech and other industries associated with tech. The strategy's main universe are all stocks traded on US exchanges. The goal is to beat the performance of the Nasdaq 100 over a 5 year rolling period. The strategy can invest in derivatives and the strategy will go into cash once a long term downtrend is identified. Overall the goal is to deliver high rewards and protect from long term downtrends.
Master data
Symbol
WF0TGSD100
Date created
09/11/2020
Index level
-
High watermark
66.2