Value Quants Strategy

Summary Description and Return Statistics

🁢  Strategy Summary

The Value Quants strategy seeks higher rate of returns on equity investments in global companies that present a value opportunity with a market cap value over $100 Million USD.
The portfolio selection is optimized for the short-term highest rate of success by applying fundamental analysis of quantitative objective factors pertaining to growth, value and profitability over the past and near future.

218%
Cumulative Return

23.5%
Avg. Annual Return

1.89%
Avg. Monthly Return

1.35
Sharpe Ratio

Monthly: 4.83%
Annual: 22.4%

Std. Deviation

Monthly: 4.83%
Annual: 22.4%

Success Rate