Our performance is app 15% p.a. so we offer quite nice returns.
Livento Group is asset management company oriented on active US market share trading. Our system and approach is: •WARP portfolio is stock-picking method from DJIA with target to beat the index
•Mathematical model is based on risk minimization and return maximization
•System holds only long positions in preselected stocks.
•Lower drawdowns and volatility then DJIA index•We usually invest in 7-8 companies from 30 stocks in DJIA•Maximum portion of portfolio represented in one stock is set up on 20%, which provides enough diversification even in case lower number of stocks were chosen.•Once one of the companies is eliminated from index, then stock is immediately eliminated from our portfolio as well. About investing in to new entered stock is decided at after every new reoptimization of portfolio.•Our portfolio is under constant supervision and regular optimization for achieving the best possible results.•Our goal is to achieve balanced results from ever point of view, that is why in final optimization we take to account Recovery Time, Sharpe Ratio and Camar Ratio