Quant Portfolio

COLLECT US Tech 100

The COLLECT US Tech 100 Quant Portfolio is an all-round equity portfolio with a balanced risk-return algorithmic strategy trading the top 100 US Technology stocks. It is applicable und used in a wide variety of market phases.

Key attributes

  • Direct investment in US Tech single stocks
  • Max. 20 positions
  • Long-only quant strategy
  • Balanced risk/return profil
  • Used in Quant Managed Accounts
  • Used in Quant Certificates
  • Used in Quant Funds
  • Proven Track Record
Key Performance Indicators
YTD Return (%)
3Y Return (%)
5Y Return (%)
CAGR (%)
Sharpe Ratio
Sortino Ratio
Alpha
Beta
YTD Return (%)
3Y Return (%)
5Y Return (%)
CAGR (%)
Sharpe Ratio
Sortino Ratio
Alpha
Beta
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Return (%):
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Absolute Return Quant Model

RESIST US Tech 100 trades the top 100 US technology stocks at very low correlations and therefore serves as an "all-weather" absolute return quant model
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Max return Quant Model

CLIMB achieves an exeptional outperformance of the NASDAQ 100 Index with trading the Top 100 US technology stocks
outperform

Balanced risk/return profile Quant Model

COLLECT trades the Top 100 US technology stocks with an active balanced long-only mode
balanced

Absolute return Quant Model

RESIST trades the top 100 US stocks (mega large caps) with the lowest betas possible
(< 0.05)
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Max. return Quant Model

CLIMB outperforms the benchmark in terms of return at even lower volatility trading the top 100 US stocks as listed in the S&P 100
outperform

Balanced trading Quant model

COLLECT offers a balanced profil to investors for trading the top 100 US equity stocks listed in the S&P 100
Balanced