Vectors — Thematic
Digital Leaders
19.87%
CAGR
0.724
Sharpe
1.03
Sortino
-27.8%
Max Drawdown
20.5%
Volatility
Overview
Enterprise software, cybersecurity, and cloud platforms.
Methodology
Concentrated portfolio across enterprise software, cybersecurity leaders, and cloud-native platforms. Captures the software layer of digital transformation.
Strategy Facts
EngineTurnover-Aware Robust Mean-Variance
UniverseTechnology sector equities
RebalanceQuarterly
Inception2021-01-01
CategoryThematic Satellite
Past performance does not guarantee future results. All figures shown are backtested results, not live trading performance. Digital Leaders strategy uses Turnover-Aware Robust Mean-Variance optimization.