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. The portfolio selection is optimized for the short-term highest rate of success at the lowest possible risk by applying fundamental analysis of quantitative objective factors pertaining to valuation, financial stength and profitability over the past year and the near future.

56.91%
Cumulative Return

22.2%
Avg. Annual Return

2.63%
Avg. Monthly Return

1.35
Sharpe Ratio

9.4%
Monthly Std. Deviation

53%
Success Rate