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| Strategy Description |
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Momentum-based strategies like this one focus on investing in assets that are showing a strong upward trend. This particular strategy picks 10 large global stocks from index Msci World Momentum and buys them evenly at the beginning of each year. |
| Key Statistics | Backtest | Live | Backtest | Live | |
|---|---|---|---|---|---|
| Runtime Days | 3613 | {{$KPI-DAYS-LIVE}} | Drawdown | 28.1% | {{$KPI-LIVE-DRAWDOWN}} |
| Turnover | 0% | {{$KPI-LIVE-TURNOVER}} | Probabilistic SR | 76% | {{$KPI-LIVE-PSR}} |
| CAGR | 28.8% | {{$KPI-LIVE-CAGR}} | Sharpe Ratio | 1.2 | {{$KPI-LIVE-SHARPE}} |
| Capacity (USD) | - | Sortino Ratio | 1.2 | {{$KPI-LIVE-SORTINO}} | |
| Trades per Day | 0.1 | {{$KPI-LIVE-TRADES-PER-DAY}} | Information Ratio | 1.2 | {{$KPI-LIVE-INFORMATION-RATIO}} |
| Drawdown Recovery | 0 | {{$KPI-LIVE-DRAWDOWN-RECOVERY}} |
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