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Multi-Faktor MidCap

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Last Login: 04/30/2024


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+12.7%
since 5/25/2022

+6.1%
Ø-Perf. per year

+27.5%
Performance (1yr)

21.0%
Volatility (1yr)

0.2
Return/Risk



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Trading Idea

Das Multi-Faktor MidCap wikifolio investiert gleichgewichtet in rund 100 US-Unternehmen mit mittlerer Marktkapitalisierung, welche von mehr als 200 wissenschaftlich untersuchten Aktienanomalien positiv beeinflusst wurden. Insbesondere die Zusammensetzung von Anomalien, ihre Auswirkungen und die daraus resultierenden Gewichtungen auf einzelne Unternehmen unterliegen einer quantitativen Methodik. Meine wikifolios: Multi-Faktor LargeCap , wfmfactor4 Multi-Faktor MidCap, wfmfactor3 Multi-Faktor SmallCap , wfmfactor2 Multi-Faktor MicroCap , wfmfactor1 -- English The Multi-Faktor MidCap wikifolio invests equally into roughly 100 stocks of medium cap U.S. companies that have been positively driven by more than 200 scientific researched equity anomalies. Specifically, the composition of anomalies, their impact and resulting weights on individual firms is subject to a quantitative methodology. My wikifolios: Multi-Faktor LargeCap , wfmfactor4 Multi-Faktor MidCap, wfmfactor3 Multi-Faktor SmallCap , wfmfactor2 Multi-Faktor MicroCap , wfmfactor1

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Master data

Symbol

WFMFACTOR3

Date created

05/25/2022

Index level

-

High watermark

113.9

Investment Universe

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