Volatility Powered FIRS
Andreas Westhoff
| QAD
Last Login: 04/25/2024
+21.5%
since 2/1/2023
+17.1%
Ø-Perf. per year
+29.1%
Performance (1yr)
31.6%
Volatility (1yr)
0.5
Return/Risk
Portfolio chart
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Trading Idea
Follow the big money! Make use of the big money to determine the regime we are in - either risk-on or risk-off. Dependent on the risk evaluation, simple trades will be placed, Volatility adjusted. The strategy only rebalances twice a month if necessary or if the markets become too volatile.
Master data
Symbol
WFQAD00020
Date created
02/01/2023
Index level
-
High watermark
129.0