QRFT · Exit · 1d
The Qraft AI, which incorporates traditional factors like momentum and low-volatility alongside proprietary alternative-data overlays, initiated MTG's removal from the QRFT portfolio during a weekly rebalance. Given the fund's broad large-cap core style and its mandate to manage approximately 300 US large caps, sustained underperformance triggers such actions. MTG's 30-day return of -11.0% and its current price of $24.89, which marks its 52-week low, strongly indicate that its factor profile deteriorated significantly. This targeted divestment reflects the system's ongoing adjustment to maintain the desired portfolio characteristics.
weight 0.020% → 0 (exited)·stock down 5.2% in the 30 days before
Jun 2·entry $24.89·now $25.84