Stocks & Weights

Adaptive dual factor: Ride momentum with swing trades. Defend downside with low volatility stocks.

Investment Rationale

This is a basket that combines two factors, momentum and low volatility skilfully. In up markets, baskets are selected using the momentum factor, while during down markets the portfolio is selected based on the low volatility factor. This combination makes for basket that generates alpha and keeps volatility within limits.

Performance

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smartvalues - monthly Model

Overview

Stocks & Weights

Investment Rationale

Performance

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About the Manager

Understand smallcase costs and returns