LongDivEnergyCS
Symbol | Why it was picked | Picked | Closed | Average Price | Sell Price | Total Gain | Portfolio Weight | Ranking |
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The LongDivEnergyCS strategy is long-biased with a focus on dividend-paying energy companies in the LIMEX universe. It maintains a long-term holding horizon with 30-50 typical holdings. The strategy optimizes for value and quality, targeting a beta close to market-neutral. Sector allocation is 45.3% Energy, 20.1% Utilities, 15.8% Materials, 10.4% Industrials, and 8.4% Consumer Staples. It employs a stop-gain rule to secure profits, adapting dynamically to macroeconomic conditions with a ~63-trading-day horizon.
Total Return +3,632.1% · Long Term
Dividend Focus
Invests primarily in companies expected to provide strong and consistent dividends.
Energy Tilt
Heavily weighted towards energy sectors to exploit cyclical opportunities and industry dynamics.
Dynamic Allocation
Adapts allocation based on macroeconomic conditions and sectoral risk outlooks.
Strengths & Advantages
- Energy Bull Markets
Thrives when energy prices are rising, due to heavy sector weighting.
- Low-Interest Environments
High dividend yields attract more investment when rates are low.
- Sector Rotations
Effectively reallocates to capture profits during cyclical shifts in market sectors.
Weaknesses & Risks
- Oil Price Declines
Vulnerable to decreases in energy prices which can reduce profits drastically.
- Regulatory Changes
Prone to risk from changing energy policy and environmental regulations.
- Economic Recession
Higher sensitivity to economic downturns leading to broader market sell-offs.
- Value
Strong emphasis on undervalued assets
- Momentum
Moderate momentum in positioning
- Volatility
Average volatility level
- Size
Focus on mid to large-cap companies
- Quality
High quality selection criteria
2020 Covid-19 Rebound
Capitalized on recovery phase post-pandemic onset
2022 Market Correction
Positioning in resilient sectors lessened the impact
2023 Energy Price Surge
Large exposure to energy stocks benefited performance
2024 Economic Recovery
Strong gains from broad-based economic improvement
2025 Geopolitical Tensions
Careful sector balancing mitigated international risks
- Sharpe0.6876
- Beta1.0776
- Information Ratio0.4028
- Treynor Ratio0.1907
- Number of Predictions9,391
- Correct Predictions4,736
- Information Co-Efficient0.0086
- Up Periods2,461
- Down Periods2,274
- Up/Down Ratio0.52%
- Total Return3563.18%
- Annualized Return21.05%
- Avg. Actual Dividend Yield5.54%
- Benchmark Return630.89%
- Benchmark Annualized Return11.13%
- Avg. Benchmark Dividend Yield1.85%