LowVolatility SereneYield
The SereneYield Model is a long-term analytical tool that evaluates historical data to prioritize low volatility and consistent returns. Using over 21 years of back-testing, it could demonstrates a methodical approach to risk control, minimizing drawdowns, and maintaining portfolio stability. By analyzing price movements of a curated selection of Exchange Traded Funds (ETFs), predominantly bond-focused and low-volatility equity ETFs, the model identifies assets based on historical variance profiles to construct a well-diversified, balanced portfolio. Historical performance metrics, including a Compound Annual Growth Rate (CAGR) of 5.68%, annual volatility of 4.61%, and a maximum drawdown of -6.40%, illustrate the model's focus on stability compared to a benchmark CAGR of 3.84%, volatility of 7.50%, and maximum drawdown of -13.74%. These metrics could reflect the model's analytical approach to balancing loss and yields over diverse market conditions.
Quantitative Rules
Price Momentum
Equities, Bonds
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