Energy, Utilities, Industrials, IT
Symbol | Why it was picked | Picked | Closed | Average Price | Sell Price | Total Gain | Portfolio Weight | Ranking |
|---|---|---|---|---|---|---|---|---|
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The E.UI.IT Strategy is a long-biased portfolio with a medium-term holding horizon, focusing on the LIMEX universe. It typically holds around 50 stocks, aiming to maximize Sharpe ratio with a beta target of 1.0. The strategy enforces a sector-neutral constraint with 25% allocation to each of the Energy, Utilities, Industrials, and IT sectors. It operates on a ~63-trading-day horizon and employs an active stop-gain rule to manage risk.
Total Return +5,274.7% · Long Term
Diversified Sector Focus
Allocates investments across multiple sectors for risk management and returns.
Tactical Asset Allocation
Adjusts sector weights based on market conditions and economic cycles.
High-Quality Stock Selection
Selects stocks with solid fundamentals and growth potential.
Strengths & Advantages
- Balanced Growth
Capable of delivering stable returns with exposure to multiple growth sectors.
- Defensive Positioning
Strong in downturns due to significant positions in defensive sectors like Utilities.
- Adaptive Strategy
Responds effectively to market shifts due to a flexible investment approach.
Weaknesses & Risks
- Sector Overconcentration
Risk of high correlation in specific sectors during downturns.
- Market Timing
Potential underperformance if timing of sector rotations does not align well with actual market conditions.
- Interest Rate Sensitivity
Exposure to interest rate changes can impact returns especially in Utilities.
- Value
Focuses on undervalued stocks with potential for growth.
- Momentum
Captures trending stocks with upward momentum.
- Volatility
Targets stocks with moderate volatility for balanced risk.
- Size
Diversified across large-cap and mid-cap stocks.
- Quality
Maintains holdings in high-quality firms with strong fundamentals.
2021 Post-Pandemic Recovery
Strong recovery driven by robust performance in Energy and IT sectors.
2022 Market Correction
Outperformed benchmarks due to lower exposure to high-volatility sectors.
2024 Tech Boom
Leverage in IT sector yielded significant returns during a tech market rally.
2026 Interest Rate Hikes
Solid gains achieved via defensive positioning and sector rotation.
- Sharpe1.0189
- Beta1.0962
- Information Ratio0.8471
- Treynor Ratio0.2097
- Number of Predictions27,073
- Correct Predictions14,111
- Information Co-Efficient0.0424
- Up Periods2,563
- Down Periods2,175
- Up/Down Ratio0.54%
- Total Return5226.69%
- Annualized Return23.48%
- Avg. Actual Dividend Yield3.15%
- Benchmark Return630.89%
- Benchmark Annualized Return11.13%
- Avg. Benchmark Dividend Yield1.85%