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Smart Beta STK (II)

Strategy Performance
Ann. Ret.

11.18%

Sharpe R.

0.8

YTD Ret.

0.19%

Max DD.

25.88%

NAV

2.61

RFR

160.6%

About The Strategy
Invest Asset(s): SPX Stocks
Strategy Type: alpha/smartbeta/
Strategy Conception: Apply the multi-factor model for component stock of the S&P 500 index, inspired by factor investing and the traditional passive investing to construct an investment portfolio.
Strategy Attributes: Smart Beta STK (II) applys a smart-beta multi-factor model, the investment portfolio (component stock of index) is constructed by fundamental factors such as low valuation, high profitability, low volatility, etc., to allocate weights to different stocks. This strategy can achieve returns that outperform the market average in the market.
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