Top Performing Stock Models

Guru Based on	Strategy Name	Number Of Stocks	Rebalancing	Annual Return	S&P 500	+/- S&P 500
Partha Mohanram	P/B Growth Investor	10	Tax Efficient	14.5%	6.2%	8.3%
Dashan Huang	Twin Momentum Investor	10	Monthly	19.4%	11.5%	7.8%
Motley Fool	Small-Cap Growth Investor	10	Monthly	11.7%	6.9%	4.9%
James O'Shaughnessy	Value Composite Investor	10	Tax Efficient	14.7%	11.5%	3.1%
Validea	Momentum Investor	20	Tax Efficient	9.9%	6.9%	3.0%
Martin Zweig	Growth Investor	20	Tax Efficient	9.6%	6.9%	2.8%
Wesley Gray	Quantitative Momentum Investor	20	Monthly	9.0%	6.4%	2.6%
Pim van Vliet	Multi-Factor Investor	10	Annual	14.6%	12.1%	2.5%
Peter Lynch	P/E/Growth Investor	20	Tax Efficient	9.1%	6.9%	2.3%
Wayne Thorp	Earnings Revision Investor	10	Quarterly	14.3%	12.1%	2.2%

Top Performing ETF Models

Portfolio	Annual Return	Benchmark	+/- Benchmark	Beta	Standard Deviation	Maximum Drawdown	Sharpe Ratio
Factor Rotation - Momentum with Trend	11.0%	8.0%	3.0%	0.56	18.4%	34.6%	0.53
Factor Rotation - Momentum with Trend	10.8%	8.0%	2.8%	0.57	18.5%	34.7%	0.51
Factor Rotation - Composite with Trend	10.7%	8.0%	2.7%	0.55	18.1%	40.6%	0.52
Factor Rotation - Composite with Trend	10.6%	8.0%	2.6%	0.56	18.2%	40.7%	0.51
Factor Rotation - Macro with Trend	10.2%	8.0%	2.2%	0.54	17.8%	38.3%	0.50

All ETF Portfolios

Our Latest Articles

5/20/2020

The Case for Value Stocks

By Jack Forehand (@practicalquant)

One of the biggest lessons I have learned in my investing career is the importance of being able to argue the other side of something I strongly believe in. Confirmation bias is one of the biggest enemies of successful investing. It leads us to seek out information that agrees with our position. It causes us to follow people who tell us what we want to hear. It makes us avoid those who disagree with us or to dismiss their arguments quickly.

5/13/2020

The Misuse of Market Valuation

By Jack Forehand (@practicalquant)

There is perhaps no piece of information that is more misused in equity investing than the valuation of the market. Whether someone has an agenda to show that the market is expensive, or that it is cheap, it is usually very easy to find data or a chart to prove their point. Even for those who don’t have an agenda, it can be very easy to fall into the trap of misusing or misinterpreting valuation information, and reaching an incorrect conclusion as a result.

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Our Podcast - Excess Returns

5/25/2020

Episode 25: An In Depth Look at Momentum Investing

Momentum investing is difficult to understand for many investors. While a concept like value that involves trying to buy stocks at a discount to what they are worth resonates with many, the idea of betting that stocks that have already gone up will go up more can be much more difficult to understand. In this episode, we take an in depth look at momentum investing. We discuss why momentum works, the different types of momentum, and some of the drawbacks of a momentum based approach. We also talk about some additional variables that can potentially enhance a momentum approach like fundamental momentum and momentum consistency.

5/18/2020

Episode 24: The Pros and Cons of Factor Timing

We are all trained to buy low and sell high, and it is tempting to conclude that we can do the same thing with factors. But the research suggests that factor timing strategies are extremely difficult to implement in practice. In this episode, we discuss the pros and cons of factor timing and look at some of the approaches that investors can use to time factors.

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Videos

Webinar: An Overview of Validea

A detailed look at the site and how to use it.

Webinar: How to Use Validea in Rocky Markets

A look at some ways to use Validea during market downturns

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