Magic Formula

고담캐피털 설립자 그린블라트의 마법공식을 재현

by Joel Greenblart

 84

For recent 10 years (40Qs)
CAGR : 19.02%
Total : 471.17%
Sharpe : 1.39
MDD : -41.57%
Wins : 24 Q
Hit ratio : 0.6
Max holdings : 20
Small Cap Only : N
Exclude unprofitable : N
Exclude low liquid : Y
chart_data
  Holdings
Rebalance: 2022 Q2 END  Fiscal data: 2022 Q1
AAN
BZUN
STC
FOSL
VRA
PRDO
AAWW
EHTH
DQ
HZO
YSG
BIG
TCS
EC
JOB
GOTU
CAN
CODX
QURE
GOCO
For informational purpose only.