The first month for MATT is already behind us. And a good one at that.
On February 13, we switched to the final universe. Since then there have been no signs of reallocation. The assets currently selected have a large momentum gap. With commodities, energy, gold and emerging markets, the portfolio is positioned "anti-crisis" and avoids industrialized countries completely. MATT has therefore adapted to the geopolitical situation.
As expected, the momentum strategy is delivering slightly lower returns than 3xGTAA with fewer negative swings. The world index was clearly beaten.
MATT strategy: https://getqu.in/1zBXjL/
Wikifolio (investable from approx. mid-April): https://www.wikifolio.com/de/de/w/wf000matt0
Asset performance (in portfolio):
EM 3x | +15.7%
Gold 2x | +8.9%
Ex USA | +3.3%
Energy | +2.6%
Commodities | -0.6%
Gold 3x | -3.2%
Wikifolio certificate (total):
+8.72%
Comparative performance (Max DD per month):
🥇3xGTAA: +12.2% (-5.8%) (https://getqu.in/Zm0Z01/)
🥈MATT: +8.7% (-4.4%)
🥉Gold: +6.3% (-4.7%)
MSCI World: +1.1% (-0.7%)
Trading days:
13.02.
+ Gold 2x $LBUL (+4,57 %)
+ Energy $IXC (+3,19 %)
- World ex USA $EXUS (-1,21 %)
- Gold 3x $3LGO (+6,38 %)
27.02.
no changes
Allocation at the end of the month:
25% 2x gold $LBUL (+4,57 %)
25% energy $IXC (+3,19 %)
25% raw materials $XDBC (+1,25 %)
20% 3x EM $3EML (-3,97 %)
5% cash
