+41.4%
since 12/19/2016
+4.9%
Ø-Perf. per year
+7.5%
Performance (1yr)
20.2%
Volatility (1yr)
0.2
Return/Risk
Portfolio chart
DetailsFeed
Trading Idea
This portfolio is composed of four asset classes: Equities, commodities and bond from the active portfolio, cash is the reserve asset.In four well-coordinated steps, the asset classes are weighted to achieve an harmonic balance between the market neutral cash portion and the active portfolio.
Master data
Symbol
WFZAP2MAX1
Date created
12/19/2016
Index level
-
High watermark
147.5