Quant Portfolio

RESIST US 100

The RESIST US 100 portfolio is one of the worlds best quant portfolios with regard to alpha and beta. Especially the beta with a value of 0.04 shows a nearly perfect uncorrelated pattern vs the benchmark index S&P 100. As a result, RESIST US 100 is a core part of almost all equitiy driven portfolios to reduce risk and correlations

Key attributes

  • Direct investment in US single stocks
  • Max. 20 positions
  • Long-only quant strategy
  • Very low volatily 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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