+9.4%
since 6/24/2017
-
Ø-Perf. per year
-
Performance (1yr)
-
Volatility (1yr)
-
Return/Risk
Portfolio chart
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Trading Idea
This portfolio invests into global equities and cash according to a quantitative model based on the EVA concept. The model overweights markets showing a positive spread between cash generation and adjusted cost of capital. On top of this, the portfolio has a number of satellite investments in selected single stocks with sizeable competitive advantages that can be translated in equity performance.
Master data
Symbol
WFEVAMACRO
Date created
06/24/2017
Index level
-
High watermark
110.9