Credit-Adjusted NASDAQ100 Long

Performance

  • +117.1 %
    since 2018-12-18
  • +75.0 %
    1 Year
  • +39.9 %
    Ø-Performance per year
All fees have already been deducted

Risk

  • -38.1 %
    Maximum loss (to date)
  • 0.69×
    Risk factor
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Trading Idea

The quantitative trading strategy invests in long only positions of the NASDAQ 100 based on credit adjusted equity prices. The decisive credit adjusted indicator is built by the product of equity prices and default probabilities for all NASDAQ 100 issuers. Both components are inversely related in theory and its product enables a ranking of the whole universe. The strategy picks the most undervalued stocks (max. 10 stocks) according this criteria. Default probabilities are obtained from the core dynamics Rater powered by core dynamics GmbH available at www.coredynamics.io . show more

Master data

Symbol
WFNASDLONG
Date created
2018-12-18
Index level
High watermark
226.1

Rules

wikifolio labels

Investment Universe

Trader

Registered since 2017-11-27

Decision making

  • Fundamental analysis