+35.5%
since 11/6/2019
+7.1%
Ø-Perf. per year
+10.1%
Performance (1yr)
11.2%
Volatility (1yr)
0.4
Return/Risk
Portfolio chart
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Trading Idea
Risk-allocation based on implied volatility and stochastic analysis of liquid markets. Strategy is represented by ETFs. The strategy should achieve an outperformance against the major indices and have a reduced volatility. Every trading decision is taken by a systematical signal without human behaviour.
Master data
Symbol
WFC0000411
Date created
11/06/2019
Index level
-
High watermark
140.0