WEM Equity US

Detailed characteristics of an investment

Ideal time span 1 - 3 years  
Reference currency USD  
Max. number of positions 15  
Riskiness of the investment Sharpe Ratio
VaR 95%
15,93% p.a.
12,98% p.q.
Types of risks: FX risk
Firm specific risk
Market risk
Capital guarantee: No  
Insurance: No  
Liquidity: 100%  
Business time: 15:30-22:00 CET (UCT +1)  

The goal of the portfolio is to steadily surpass the benchmark (known as positive “Alpha”).

Portfolio management is executed on the basis of Markowitz Portfolio Theory which sees to achieve “product diversification” - minimization of the portfolio’s risks while preserving its yields.
The portfolio consists of a limited number of company shares, selected by a fundamental analysis. Prior to selecting the companies, a selection of industrial sectors with the potential to surpass the growth of the US GDP is e ectuated. This selection is followed by the selection of key companies within the sectors, which are expected to contribute to the growth of each given sector the most. The portfolio consist exclusively of shares quoted on the NYSE and NASDAQ stock exchange, with market capitalization over 10 billion USD.
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