NCAV

워렌 버핏의 스승 그레이엄이 만든 담배꽁초 투자법. 순유동자산이 시가총액의 150%가 넘는 종목.

by Ben Graham

 102

For recent 10 years (41Qs)
CAGR : 21.78%
Total : 655.11%
Sharpe : 1.64
MDD : -28.46%
Wins : 22 Q
Hit ratio : 0.5366
Max holdings : 25
Small Cap Only : N
Exclude unprofitable : N
Exclude low liquid : Y
chart_data
  Holdings
Rebalance: 2021 Q4 END  Fiscal data: 2021 Q3
UWMC
QD
MITT
FENG
TLIS
RCEL
RVI
TUSK
DSP
MOHO
AEI
GLG
NUWE
CBIO
ASTC
ASMB
PULM
ADXS
BHAT
RWLK
OPFI
For informational purpose only.