500Value135Momentum45Volatility
Tom Nicholas Schäfer
| TrendyMeat
Last Login: 03/13/2021
-5.7%
since 5/16/2018
-
Ø-Perf. per year
-
Performance (1yr)
-
Volatility (1yr)
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Return/Risk
Portfolio chart
DetailsFeed
Trading Idea
Tripple sorted factor investing strategie similar to FI-EQ portfolio. Largest 500 US stocks by value sorted, within these the 135 ones with highest momentum and finally the 45 with lowest volatility past 3 years.
Master data
Symbol
WFFI513545
Date created
05/16/2018
Index level
-
High watermark
100.0