Asset Management

Our Asset Management oversees the fund strategies and the overall performances of them. We elaborated our investment approach such that the performance of our funds can almost directly be linked to the learning outcome of our members.

Our Division Approach

The Asset Management comes in at the final stage of our investment approach and acquires the inputs of the Chief Investment Office, as well as Equity Research Division to enter portfolio positions. It is responsible for our fund strategies and portfolio rebalancing.

CIO Reports
ER Reports
Analyzing portfolio strategies & testing

Researching academic portfolio strategies and backtesting their historic performance to select the best approach

Equity solution & screening

Determining of attractive equities based on historic stock performance in different market situations

Portfolio management & rebalancing

Constantly analyzing the portfolio performance and positions, and rebalancing it accordingly

Our Portfolio

At WUTIS, we currently manage two portfolios. An Long Equity Portfolio established in April 2017 and ETF portfolio established in October 2017.

WUTIS Long Equity Portfolio

Fund Strategy

Exploiting Characteristics in the Cross-Section of Equity Returns: Estimating portfolio weights as direct function of firm’s characteristics (e.g. Market equity: me, Book-to- market: btm and Momentum: mom) with the choice of coefficients that would have maximized average utility over historical sample period.

Key changes & events

WUTIS ETF Portfolio

Fund Strategy

ETFs selected based on macroeconomic and sector- specific fundamental data. TBU.

Key changes & events
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