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Smart Alpha DEU Small Caps EW

Last Login: 10/16/2026


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+8.5%
since 3/18/2025

+2.6%
Ø-Perf. per year

-4.2%
Performance (1yr)

22.2%
Volatility (1yr)

0.1
Return/Risk



Portfolio chart

Details
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Trading Idea

The strategy employs a robust, quantitatively driven multi-factor model to systematically identify high-potential investment opportunities within the German small-cap equity universe. On a quarterly basis, the model selects the top 10-15 securities that exhibit the most favorable factor characteristics, ensuring a disciplined and data-driven approach to portfolio construction. The portfolio is rebalanced every quarter to maintain optimal exposure to evolving market dynamics. The focus on small-cap equities is driven by their historically higher return potential, as companies with lower market capitalizations often exhibit greater inefficiencies and growth opportunities compared to their large-cap counterparts.

Master data

Symbol

WFSCDEU000

Date created

03/18/2025

Index level

-

High watermark

121.9

Investment Universe

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For the composition of the virtual portfolio click here.