Backtest Dashboard
Portfolio — Low Volatility
Posities, sectorverdeling en concentratie-analyse
Herbalanceringsdatum
2025-10-01
2006-10-02
2025-10-01
Aantal Posities
260
Top 5 Gewicht
7.5%
Top 10 Gewicht
13.0%
Herfindahl-Index
0.0055
1/N = 0.0038
Posities op 2025-10-01
| Symbool | Gewicht | Sector | Signaal |
|---|---|---|---|
| LDRC.US | 1.51% | nan | -0.03 |
| MLAC.US | 1.51% | nan | -0.02 |
| PSQA.US | 1.51% | nan | -0.02 |
| PSQO.US | 1.51% | nan | -0.02 |
| VACH.US | 1.50% | nan | -0.03 |
| GLACF.US | 1.31% | nan | -0.03 |
| RWAYL.US | 1.18% | nan | -0.03 |
| SAZ.US | 1.03% | nan | -0.04 |
| GAINI.US | 0.99% | nan | -0.04 |
| SAY.US | 0.98% | nan | -0.04 |
| MLDR.US | 0.96% | nan | -0.04 |
| EICB.US | 0.94% | nan | -0.04 |
| VCIC.US | 0.90% | nan | -0.04 |
| TRINI.US | 0.90% | nan | -0.04 |
| OXLCI.US | 0.86% | nan | -0.05 |
| RZB.US | 0.83% | nan | -0.05 |
| SCCR.US | 0.79% | nan | -0.05 |
| FCRX.US | 0.79% | nan | -0.05 |
| ECCV.US | 0.76% | nan | -0.05 |
| GLPPRB.US | 0.74% | nan | -0.05 |
| MITP.US | 0.74% | nan | -0.05 |
| MFAO.US | 0.73% | nan | -0.06 |
| CIMN.US | 0.72% | nan | -0.06 |
| FYBR.US | 0.71% | Communication Services | -0.06 |
| MITN.US | 0.70% | nan | -0.06 |
| MFAN.US | 0.68% | nan | -0.06 |
| PMTV.US | 0.68% | nan | -0.06 |
| CIMO.US | 0.67% | nan | -0.06 |
| CICB.US | 0.66% | nan | -0.06 |
| PMTU.US | 0.65% | nan | -0.06 |
| NEWTH.US | 0.64% | nan | -0.06 |
| ECCU.US | 0.64% | nan | -0.06 |
| RCB.US | 0.64% | Other | -0.06 |
| TVE.US | 0.63% | Utilities | -0.06 |
| SAT.US | 0.61% | nan | -0.07 |
| OXLCG.US | 0.61% | nan | -0.07 |
| ALE.US | 0.60% | nan | -0.07 |
| SOJF.US | 0.60% | nan | -0.07 |
| RCC.US | 0.59% | Other | -0.07 |
| SAJ.US | 0.58% | nan | -0.07 |
| HTFC.US | 0.57% | nan | -0.07 |
| ATHS.US | 0.56% | nan | -0.07 |
| K.US | 0.55% | nan | -0.07 |
| ADAMI.US | 0.54% | nan | -0.07 |
| NYMTI.US | 0.54% | nan | -0.07 |
| ECCW.US | 0.54% | nan | -0.07 |
| CUB.US | 0.52% | Financial Services | -0.02 |
| ANSC.US | 0.52% | Financial Services | -0.02 |
| DMAA.US | 0.52% | Financial Services | -0.03 |
| DRDB.US | 0.52% | Financial Services | -0.02 |
| FGMC.US | 0.52% | Financial Services | -0.02 |
| GPAT.US | 0.52% | Financial Services | -0.03 |
| KFII.US | 0.52% | Financial Services | -0.02 |
| LPBB.US | 0.52% | Financial Services | -0.03 |
| PLMK.US | 0.52% | Financial Services | -0.02 |
| RFAI.US | 0.52% | Financial Services | -0.02 |
| SIMA.US | 0.52% | Financial Services | -0.02 |
| ECCX.US | 0.51% | Financials | -0.08 |
| DUKB.US | 0.51% | nan | -0.08 |
| AQNB.US | 0.51% | nan | -0.08 |
| AOMN.US | 0.51% | nan | -0.08 |
| KTN.US | 0.49% | Financials | -0.08 |
| INBKZ.US | 0.49% | Other | -0.08 |
| IBAC.US | 0.49% | Financial Services | -0.03 |
| CMSC.US | 0.49% | Utilities | -0.08 |
| APOS.US | 0.48% | nan | -0.08 |
| RWTN.US | 0.48% | nan | -0.08 |
| AAM.US | 0.48% | Financial Services | -0.03 |
| PCFI.US | 0.47% | nan | -0.08 |
| GECCH.US | 0.47% | nan | -0.08 |
| NYMTG.US | 0.47% | nan | -0.09 |
| ADAMG.US | 0.47% | nan | -0.09 |
| METCZ.US | 0.46% | nan | -0.09 |
| LEGT.US | 0.45% | Financial Services | -0.03 |
| NTEST.US | 0.45% | Other | -0.09 |
| ALDF.US | 0.44% | Financial Services | -0.03 |
| RWTP.US | 0.44% | nan | -0.09 |
| LPAA.US | 0.44% | Financial Services | -0.03 |
| EQV.US | 0.44% | Financial Services | -0.03 |
| FTW.US | 0.44% | Financial Services | -0.03 |
| BACQ.US | 0.43% | Financial Services | -0.03 |
| MACI.US | 0.42% | Financial Services | -0.03 |
| HCXY.US | 0.41% | Financials | -0.10 |
| CMSD.US | 0.41% | Utilities | -0.10 |
| VPV.US | 0.41% | nan | -0.10 |
| CAPN.US | 0.41% | Financial Services | -0.03 |
| TBB.US | 0.40% | nan | -0.10 |
| ALF.US | 0.40% | Financial Services | -0.03 |
| FTAIN.US | 0.40% | Industrials | -0.10 |
| MGRE.US | 0.39% | nan | -0.10 |
| VMO.US | 0.39% | nan | -0.10 |
| RWTO.US | 0.39% | nan | -0.10 |
| DHSB.US | 0.39% | nan | -0.10 |
| UNMA.US | 0.39% | nan | -0.10 |
| KMPB.US | 0.38% | nan | -0.10 |
| CMSA.US | 0.38% | Utilities | -0.10 |
| VGM.US | 0.38% | nan | -0.10 |
| VTN.US | 0.38% | nan | -0.11 |
| FGN.US | 0.38% | nan | -0.11 |
| VLT.US | 0.37% | nan | -0.11 |
| NRUC.US | 0.37% | Financials | -0.11 |
| VKQ.US | 0.37% | nan | -0.11 |
| EVM.US | 0.36% | nan | -0.11 |
| PHD.US | 0.36% | nan | -0.11 |
| HVII.US | 0.36% | Financial Services | -0.04 |
| ENO.US | 0.36% | Utilities | -0.11 |
| ELC.US | 0.35% | nan | -0.11 |
| LLDR.US | 0.35% | nan | -0.11 |
| EMP.US | 0.35% | Utilities | -0.11 |
| VKI.US | 0.35% | nan | -0.11 |
| VFL.US | 0.35% | nan | -0.12 |
| FGSN.US | 0.34% | nan | -0.12 |
| ENX.US | 0.34% | nan | -0.12 |
| AGNCL.US | 0.34% | Real Estate | -0.12 |
| RSSE.US | 0.34% | nan | -0.12 |
| CRBD.US | 0.33% | nan | -0.12 |
| EAI.US | 0.33% | nan | -0.12 |
| KVAC.US | 0.33% | Financial Services | -0.04 |
| KSPY.US | 0.33% | nan | -0.12 |
| SOJD.US | 0.33% | nan | -0.12 |
| IMPTV.US | 0.33% | Energy | -0.12 |
| MGR.US | 0.33% | Financials | -0.12 |
| OACC.US | 0.32% | Financial Services | -0.04 |
| HYAC.US | 0.32% | Financial Services | -0.04 |
| GSRT.US | 0.31% | nan | -0.13 |
| DTW.US | 0.31% | nan | -0.13 |
| GPJA.US | 0.31% | nan | -0.13 |
| THIR.US | 0.31% | nan | -0.13 |
| WDI.US | 0.31% | nan | -0.13 |
| BEAG.US | 0.31% | Financial Services | -0.05 |
| REGCP.US | 0.30% | Real Estate | -0.13 |
| SOJE.US | 0.30% | nan | -0.13 |
| DTB.US | 0.30% | nan | -0.13 |
| GRAF.US | 0.30% | Financial Services | -0.05 |
| FGMCU.US | 0.30% | Financial Services | -0.05 |
| DTG.US | 0.29% | nan | -0.14 |
| MGRD.US | 0.29% | nan | -0.14 |
| KKRS.US | 0.29% | nan | -0.14 |
| WLAC.US | 0.29% | nan | -0.14 |
| WLKP.US | 0.29% | nan | -0.14 |
| DCOMG.US | 0.29% | nan | -0.14 |
| VCV.US | 0.29% | nan | -0.14 |
| ECCF.US | 0.28% | Financial Services | -0.05 |
| REGCO.US | 0.28% | Real Estate | -0.14 |
| AFGE.US | 0.28% | Financials | -0.14 |
| BEPJ.US | 0.26% | nan | -0.15 |
| HWCPZ.US | 0.26% | nan | -0.15 |
| KNO.US | 0.26% | nan | -0.15 |
| BIPJ.US | 0.26% | nan | -0.16 |
| FTS.US | 0.26% | Utilities | -0.16 |
| EICA.US | 0.26% | Financial Services | -0.05 |
| SCCF.US | 0.25% | nan | -0.16 |
| MGRB.US | 0.25% | nan | -0.16 |
| CHT.US | 0.25% | Communication Services | -0.16 |
| AIZN.US | 0.25% | nan | -0.16 |
| DTF.US | 0.25% | Financial Services | -0.06 |
| WCMI.US | 0.25% | nan | -0.16 |
| TY.US | 0.25% | nan | -0.16 |
| EVRG.US | 0.24% | Utilities | -0.17 |
| BIPI.US | 0.24% | nan | -0.17 |
| BEPI.US | 0.24% | nan | -0.17 |
| ENJ.US | 0.24% | nan | -0.17 |
| BTT.US | 0.24% | Financial Services | -0.06 |
| ADAMZ.US | 0.24% | Real Estate | -0.17 |
| KO.US | 0.24% | Consumer Defensive | -0.17 |
| ELCV.US | 0.23% | nan | -0.17 |
| ENB.US | 0.23% | Energy | -0.17 |
| WEC.US | 0.23% | nan | -0.17 |
| CMS.US | 0.23% | Utilities | -0.17 |
| ATO.US | 0.23% | Utilities | -0.17 |
| TJX.US | 0.22% | Consumer Cyclical | -0.18 |
| JACS.US | 0.22% | Financial Services | -0.06 |
| SO.US | 0.22% | Utilities | -0.18 |
| DTE.US | 0.22% | Utilities | -0.18 |
| DUK.US | 0.22% | Utilities | -0.18 |
| GLPI.US | 0.22% | Real Estate | -0.18 |
| PNW.US | 0.22% | Utilities | -0.18 |
| IDA.US | 0.22% | Utilities | -0.18 |
| CNP.US | 0.22% | Utilities | -0.18 |
| FCPT.US | 0.22% | Real Estate | -0.18 |
| UZD.US | 0.22% | nan | -0.18 |
| OGE.US | 0.22% | Utilities | -0.18 |
| NJR.US | 0.22% | Utilities | -0.18 |
| AEE.US | 0.22% | Utilities | -0.18 |
| REFI.US | 0.22% | Real Estate | -0.18 |
| RSG.US | 0.22% | Industrials | -0.18 |
| WCN.US | 0.22% | nan | -0.18 |
| BEPH.US | 0.22% | nan | -0.18 |
| ALEX.US | 0.22% | Real Estate | -0.18 |
| WM.US | 0.22% | nan | -0.18 |
| ADC.US | 0.22% | Real Estate | -0.18 |
| EPD.US | 0.22% | Energy | -0.18 |
| PPL.US | 0.22% | Utilities | -0.18 |
| O.US | 0.22% | Real Estate | -0.18 |
| PG.US | 0.22% | Consumer Defensive | -0.18 |
| MMC.US | 0.22% | nan | -0.18 |
| LIN.US | 0.22% | Basic Materials | -0.19 |
| SPKL.US | 0.21% | Financial Services | -0.07 |
| TBMC.US | 0.20% | Financial Services | -0.07 |
| OXLCN.US | 0.20% | Financial Services | -0.07 |
| IGI.US | 0.19% | Financial Services | -0.07 |
| SLAMF.US | 0.19% | Financial Services | -0.07 |
| ETX.US | 0.18% | Financial Services | -0.08 |
| NXN.US | 0.17% | Financial Services | -0.08 |
| SBXD.US | 0.17% | Financial Services | -0.08 |
| CXH.US | 0.17% | Financial Services | -0.08 |
| NXP.US | 0.17% | Financial Services | -0.08 |
| JHS.US | 0.16% | Financial Services | -0.09 |
| JHI.US | 0.15% | Financial Services | -0.09 |
| ECCC.US | 0.15% | Financial Services | -0.09 |
| CEV.US | 0.15% | Financial Services | -0.09 |
| MCR.US | 0.15% | Financial Services | -0.09 |
| KTF.US | 0.15% | Financial Services | -0.09 |
| NXC.US | 0.15% | Financial Services | -0.09 |
| FINS.US | 0.14% | Financial Services | -0.10 |
| BNY.US | 0.14% | Financial Services | -0.10 |
| MBINM.US | 0.14% | Financial Services | -0.10 |
| EOT.US | 0.14% | Financial Services | -0.10 |
| FTHY.US | 0.14% | Financial Services | -0.10 |
| HBANL.US | 0.14% | Financial Services | -0.10 |
| SVII.US | 0.14% | Financial Services | -0.10 |
| CCIX.US | 0.14% | Financial Services | -0.10 |
| BLW.US | 0.13% | Financial Services | -0.10 |
| IIM.US | 0.13% | Financial Services | -0.10 |
| RA.US | 0.13% | Financial Services | -0.10 |
| BTZ.US | 0.13% | Financial Services | -0.11 |
| NBH.US | 0.13% | Financial Services | -0.11 |
| ERC.US | 0.13% | Financial Services | -0.11 |
| RMM.US | 0.13% | Financial Services | -0.11 |
| BFZ.US | 0.13% | Financial Services | -0.11 |
| CPZ.US | 0.13% | Financial Services | -0.11 |
| IQI.US | 0.12% | Financial Services | -0.11 |
| EVN.US | 0.12% | Financial Services | -0.11 |
| RMMZ.US | 0.12% | Financial Services | -0.11 |
| MFM.US | 0.12% | Financial Services | -0.11 |
| NDMO.US | 0.12% | Financial Services | -0.11 |
| BYM.US | 0.12% | Financial Services | -0.11 |
| PGZ.US | 0.12% | Financial Services | -0.11 |
| BFK.US | 0.12% | Financial Services | -0.11 |
| PMO.US | 0.12% | Financial Services | -0.12 |
| FT.US | 0.12% | Financial Services | -0.12 |
| BLE.US | 0.12% | Financial Services | -0.12 |
| LEO.US | 0.12% | Financial Services | -0.12 |
| NPFD.US | 0.12% | Financial Services | -0.12 |
| BKN.US | 0.12% | Financial Services | -0.12 |
| EVF.US | 0.11% | Financial Services | -0.12 |
| BIT.US | 0.11% | Financial Services | -0.12 |
| NPCT.US | 0.11% | Financial Services | -0.12 |
| EFR.US | 0.11% | Financial Services | -0.12 |
| PMM.US | 0.11% | Financial Services | -0.13 |
| GBAB.US | 0.11% | Financial Services | -0.13 |
| HSPO.US | 0.11% | Financial Services | -0.13 |
| BHV.US | 0.11% | Financial Services | -0.13 |
| BTA.US | 0.11% | Financial Services | -0.13 |
| GUG.US | 0.10% | Financial Services | -0.13 |
| MSBIP.US | 0.10% | Financial Services | -0.13 |
| NMAI.US | 0.10% | Financial Services | -0.13 |
| EFT.US | 0.10% | Financial Services | -0.14 |
| SOR.US | 0.10% | Financial Services | -0.14 |
| OIA.US | 0.10% | Financial Services | -0.14 |