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.

Cumulative Return

Avg. Annual Return

Avg. Monthly Return

Sharpe Ratio

Monthly: 4.83%
Annual: 22.4%

Std. Deviation

Monthly: 4.83%
Annual: 22.4%

Success Rate