ENROM - Consumer Staples Fund - Investment Research Report
Year: 2024
Type: conference-paper
Abstract: The ENROM fund was a sector-focused mutual fund concentrating on the consumer staples industry, aimed at generating excess returns relative to a predefined benchmark over an 11-week trading period. Our investment strategy prioritized diversified holdings within the consumer staples sector, emphasizing stocks with strong fundamentals, stable cash flows, and resilience to economic fluctuations. The fund employed a rigorous selection process, leveraging fundamental and technical analyses to identify undervalued assets while adhering to strict compliance guidelines, including the fully invested rule and leverage constraints. Performance metrics, such as alpha, tracking error, and standard deviation of returns, were systematically monitored to align with the fund's bylaws. This project provided an applied learning experience in portfolio management, allowing us to integrate theoretical finance principles with practical trading strategies.
Authors: Moraes Barreto, Joao, Aldaas, Adnan, Saiyed, Farheen, Martinez de Arredondo Mil, Sofia, Hannosh, Michael
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7000203170
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