PERFORMANCES ALGOPROJECT
REAL Performances, realized from AlgoProject portfolio in 2015


AlgoProject Portfolio Performances in 2015: +11.73%

S&P500 Performance: +1.24%

Portfolio Max DrawDown: -11.20%

S&P500 Max DrawDown: -12.30%


REAL Performances, realized from AlgoProject portfolio in 2016


AlgoProject Portfolio Performances in 2016: +22.73%

S&P500 Performance: +12.16%

Portfolio Max DrawDown: -13.03%

S&P500 Max DrawDown: -9.01%

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REAL PERFORMANCES 2016-17

For 2017 we have developed two alternative low-leverage portfolios (maximum 2) both with Dynamic Hedging, able to cope with the changed conditions expected volatility


PORTFOLIO n. 1: Complex Portfolio

It is a dynamic portfolio that mainly consists of rotational strategies based on a proprietary algorithm. It benefits from a total decorrelation with a significant lower volatility than the average. The other part of non-dynamic portfolio is allocated in static systems, market immune.

REAL NAV YEAR 2016-17

01/01/2016 - 01/10/2017

ZOOM From 2017

01/01/2017 - 01/10/2017

PORTFOLIO n. 2: Rotational Portfolio

It is a dynamic portfolio made up exclusively of rotational strategies based on a proprietary algorithm.

REAL NAV YEAR 2016-17

01/01/2016 - 01/10/2017

ZOOM From 2017

01/01/2017 - 01/10/2017

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