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| Strategy |
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Momentum signals for the last 15 years
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| Allocation methodology |
Version 1 : From January 2007 to December 2016
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Version 2 : From january 2017 to October 2019
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Version 3 : From November 2019 to today |
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| Version 3 targets |
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Long term Return : 5% - 6%
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Volatility : 5% - 6%
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Maximum Draw Down : 9%
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Recovery period : 8 mois
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