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Women CEO Strategy Enhanced
Today’s Change

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About

A weekly-updated portfolio of U.S. companies led by women CEOs. It picks the 10 with the calmest recent price moves and puts more money into the ones that have been steadier over the past year, spreading exposure across several sectors.
NutHow it works
Start with big U.S. companies run by women CEOs (e.g., AMD, Oracle, UPS, Clorox, GM, Duke Energy, Vertex, Northrop, Ulta, Occidental). Each week it: - Looks at the last 20 trading days and picks the 10 stocks with the smoothest (least bumpy) prices. - Gives bigger weights to stocks that have been steadier over the past year and smaller weights to jumpier ones. Sectors: Tech, Health, Utilities, Consumer, Energy, Industrials, Real Estate.
CheckmarkValue prop
Out-of-sample, this women-led, low-volatility strategy delivers 31.8% annualized return vs SPY’s 15.9%, with a higher Sharpe (1.16 vs 0.84) and solid downside control (Calmar 1.25). Note higher drawdowns are a caveat.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.08
1.19
0.72
0.85
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
290.82%
14.09%
3.07%
6.63%
0.82
971.97%
25.78%
0.42%
11.21%
1.03
Initial Investment
$10,000.00
Final Value
$107,197.45
Regulatory Fees
$90.98
Total Slippage
$571.84
Invest in this strategy
OOS Start Date
Nov 26, 2024
Trading Setting
Weekly
Type
Stocks
Category
Equities, women-led theme, low-volatility tilt, multi-sector, s&p 500 subset, weekly rebalanced
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type