NCAV
워렌 버핏의 스승 그레이엄이 만든 담배꽁초 투자법. 순유동자산이 시가총액의 150%가 넘는 종목.
by Ben Graham
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129
For recent 10 years (41Qs)
CAGR : 41.80%
Total : 3,492.86%
Sharpe : 3.44
MDD : -29.04%
Wins : 24
Q
Hit ratio : 0.5854
Max holdings : 25
Small Cap Only : N
Exclude unprofitable : N
Exclude low liquid : Y
chart_data
Holdings
Rebalance: 2022 Q3 END
Fiscal data: 2022 Q2
For informational purpose only.