I have been asked many times by traders and institutional investors how a portfolio of my 3 trading methodologies would have performed during the years:
That’s where QUANTFOR core portfolio comes from. For the enhanced QUANTFOR portfolio have a look at:
How can traders achieve double digit returns cutting drawdowns?
To exploit Shannon’s Demon effect at better, we should keep portfolio’s allocation equal after each trade. This is somewhat time consuming on a daily basis, that’s why I thought to reallocate monthly the portfolio of strategies. I went back to April 2009, as far as vix etps inception.
Here are the monthly returns without reinvesting profits:
CAGR = 152%
Maximum monthly portfolio drawdown is limited to -12,42% !
The cumulative equity curve, showing the monthly cumulated gains, is one of the most solid I’ve ever seen:
Compounding returns once a month, below is the equity curve:
$1 invested at the beginning of every month would have grown to more than 3500 dollars in about 8 years! Here it is, a portfolio of strategies to compound with an extremely low monthly drawdown of only -12,42% and a double digit CAGR of about 187%. This is more than a system, this is how I really trade!
Minimum capital required = $20000 per system, totally $60000
Yearly Subscription Fee – 1995 Euro
If you would like to improve your core portfolio with the other QuantFor strategies, have a look at: