-5.4%
since 9/30/2019
-1.2%
Ø-Perf. per year
-0.1%
Performance (1yr)
2.5%
Volatility (1yr)
-0.1
Return/Risk
Portfolio chart
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Trading Idea
The strategy is based on the AI and computational science. It is optimizing the investment decision process using the risk premium with our algorithms. The strategy is up and running since more than 10 years with continuous improvements. Annualized returns : 6,39% Annualized volatility : 6,65% Max draw down : -10,44% Days to recover : 415 It is a strategy that deliver the optimal returns based on a minimum holding of 52 weeks. Over this period the probability of positive returns are higher than 90%. The beta with SPI : 0,83 The beta with fixed income : -0,12
Master data
Symbol
WFCHFABSOL
Date created
09/30/2019
Index level
-
High watermark
95.0