Quantpicker

Quantpicker

PORTFOLIO 1

Weight in AGGREGATE PORTFOLIO (%):

Stock-Picking (in June each year)

Universe:

Selection Factor:

Select Asset:

Rebalancing:

Frequency:

Weighting algorithm:

Momentum filter (in months):

PORTFOLIO 2

Weight in AGGREGATE PORTFOLIO (%):

Stock-Picking (in June each year)

Universe:

Selection Factor:

Select Asset:

Rebalancing:

Frequency:

Weighting algorithm:

Momentum filter (in months):

PORTFOLIO 3

Weight in AGGREGATE PORTFOLIO (%):

Stock-Picking (in June each year)

Universe:

Selection Factor:

Select Asset:

Rebalancing:

Frequency:

Weighting algorithm:

Momentum filter (in months):

PORTFOLIO 4

Weight in AGGREGATE PORTFOLIO (%):

Stock-Picking (in June each year)

Universe:

Selection Factor:

Select Asset:

Rebalancing:

Frequency:

Weighting algorithm:

Momentum filter (in months):