Kenanga Digital Investing (KDI) A.I. driven portfolios behaved very well in terms of riding the volatile market, during our simulated environment testing. The algorithm machine will rebalance the portfolio when there are signs that the market will be extremely volatile. The Sharpe Ratio outperformed many benchmark funds and the Maximum Drawdown was well controlled by comparison.
For an understanding of the Sharpe Ratio and Maximum Drawdown, please refer to our “Glossary”.