Systematic Stockpicking
Strategy
By systematically picking single stocks this wikifolio should achieve a positive alpha versus its benchmark CDAX. The stock selection could be based on fundamental and technical metrics like Price-to-Earnings/Book/Cash Flow/Sales-Ratios, Momentum, etc. Cost and liquidity restrictions might also be applied before a stock is finally picked.
By systematically picking single stocks this wikifolio should achieve a positive alpha versus its benchmark CDAX. The stock selection could be based on fundamental and technical metrics like Price-to-Earnings/Book/Cash Flow/Sales-Ratios, Momentum, etc. Cost and liquidity restrictions might also be applied before a stock is finally picked.
Leverage
Maximal gross exposure: approximately 100%
Minimal gross exposure: approximately 99%
Maximal gross exposure: approximately 100%
Minimal gross exposure: approximately 99%
Objective
Achieving a higher return as the benchmark CDAX while having approximately equal drawdown risks.
Achieving a higher return as the benchmark CDAX while having approximately equal drawdown risks.
Costs
0.95% management fee per annum
5.00% performance fee with high watermark
0.95% management fee per annum
5.00% performance fee with high watermark
