user-x50fr8
2 portfolios • Best risk-adjusted portfolio: Value Momentum (0.66 Sharpe, +13.0%/year)
Global equity portfolio of 50% momentum and 50% value factor ETFs for diversified, strategic growth.
by user-x50fr8+13.0%
IS3R50%
IS3S50%
Exp. Ratio
0.25%
Volatility
16.6%
Sharpe
0.66
DD
32.3%
Global equity ETF portfolio blending core, quality, momentum, value, and thematic strategies for diversified growth.
by user-x50fr8+12.6%
IS3Q23%
IS3R23%
EUNL16%
IS3S14%
L0CK13%
LOGS11%
Exp. Ratio
0.27%
Volatility
16.2%
Sharpe
0.65
DD
33.5%