+39.0%
since 12/5/2016
+4.4%
Ø-Perf. per year
+11.9%
Performance (1yr)
9.5%
Volatility (1yr)
0.4
Return/Risk
Portfolio chart
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Trading Idea
The model is based on multistrategies trading idea. The models trades mainly ETF on indices both long and short side. The trading signal are based on macro data and technical analysis on S&P500 and SX5E. The model is rebalanced daily, and sometimes some trades intraday can be done to reduce volatility. I will use bloomber data to take decision.
Master data
Symbol
WFMULSTRGM
Date created
12/05/2016
Index level
-
High watermark
142.0