Global Equity Value Investment
Last Login: 2019-02-10
Performance
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+9.9 %since 2018-12-17
-
+23.2 %1 Year
-
+4.4 %Ø-Performance per year
Risk
-
-38.6 %Maximum loss (to date)
-
0.59×Risk factor
Trading Idea
*Global Equity Value Investment*
Fully Systematic and Quantitative ETF Only Investment Vehicle
Investment Universe consists of 30 Investible UCITS Country ETFs
Top 10 Countries are selected by a combination of the following Value Metrics: CAPE, P/E, P/C,P/B, P/S, DY
Rebalancing happens once a quarter
Assets within the portfolio are equally weighted on a cash basis
Targets:
Uncorrelated returns, minimising trading costs, no discretionary element, exposure to global value, tilt away from market cap weighting to add true value to the clients entire portfolio
show more
Fully Systematic and Quantitative ETF Only Investment Vehicle
Investment Universe consists of 30 Investible UCITS Country ETFs
Top 10 Countries are selected by a combination of the following Value Metrics: CAPE, P/E, P/C,P/B, P/S, DY
Rebalancing happens once a quarter
Assets within the portfolio are equally weighted on a cash basis
Targets:
Uncorrelated returns, minimising trading costs, no discretionary element, exposure to global value, tilt away from market cap weighting to add true value to the clients entire portfolio
show more
Master data
|
Symbol
|
WFEQTVALUE |
|
Date created
|
2018-12-17 |
| Index level | |
|
High watermark
|
113.0 |
Rules
Investment Universe
Trader
Registered since 2018-12-11