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Alpha MultFct STK (III)

Strategy Performance
Ann. Ret.

11.51%

Sharpe R.

0.68

YTD Ret.

0.76%

Max DD.

26.45%

NAV

2.68

RFR

167.64%

About The Strategy
Invest Asset(s): SPX Stocks
Strategy Type: alpha/alphamultfct/
Strategy Conception: Based on a multi-factor model for component stocks of S&P 500 index, select stocks with high potential for Alpha returns and optimal volume-price characteristics to maintain a relatively stable alpha return in the investment portfolio.
Strategy Attributes: Alpha MultFct STK (III) applys the volume-price multi-factor stock selection model, the strategy can identify stocks with high growth potential and volume-price characteristics. Optimizing the investment portfolio through multi-factor models, to achieve stable alpha excess returns.
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