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Global Trend Following

Last Login: 12/04/2020


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+95.4%
since 6/10/2018

+8.3%
Ø-Perf. per year

+3.0%
Performance (1yr)

30.0%
Volatility (1yr)

0.5
Return/Risk



Portfolio chart

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Trading Idea

This global trend following strategy with a Nordic element aims to provide exposure to the two best performing sectors over an average of several lookback periods. The sectors switched between based on performance are; Nordics, Europe, Japan, Pacific ex Japan, North America, Gold, Bonds. The strategy aims to keep trading costs low as they have a large impact on longer term performance. Positions are generally reviewed monthly. The universe available for fund selection is limited by the instruments available on wikifolio. Publicly available as well as subscription based information sources are used to trade the strategy.

Master data

Symbol

WFNTGTF00A

Date created

06/10/2018

Index level

-

High watermark

230.0

Investment Universe

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For the composition of the virtual portfolio click here.