Factor-Based Stock Portfolios
Guru Based on | Number Of Stocks |
Rebalancing | Annual Return |
---|---|---|---|
Meb Faber | 10 | Annual | 21.5% |
James O'Shaughnessy | 10 | Tax Efficient | 18.9% |
Partha Mohanram | 10 | Monthly | 13.8% |
Dashan Huang | 10 | Monthly | 17.2% |
Validea | 20 | Monthly | 15.8% |
Motley Fool | 10 | Tax Efficient | 11.9% |
Kenneth Fisher | 10 | Monthly | 11.3% |
Benjamin Graham | 10 | Annual | 11.1% |
Patrick O'Shaughnessy | 20 | Monthly | 14.8% |
Martin Zweig | 20 | Tax Efficient | 10.7% |
Factor-Based ETF Portfolios
Portfolio | Annual Return |
Benchmark |
---|---|---|
Factor Rotation - Momentum with Trend | 11.5% | 8.9% |
Factor Rotation - Composite with Trend | 11.3% | 8.9% |
Factor Rotation - Momentum | 10.6% | 8.9% |
Factor Rotation - Composite | 10.2% | 8.9% |
Factor Rotation - Value with Trend | 9.2% | 8.9% |
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9/13/2023
By Justin Carbonneau (@jjcarbonneau)
Netflix has a new documentary out on Centenarians (Live to 100: Secrets of the Blue Zones) – individuals who live to 100+ years old – and areas of the world with there are high density clusters of centenarians, called Blue Zones. The host of the film, Dan Buettner is author of the book “The Blue Zones Secrets for Living Longer: Lessons From the Healthiest Places on Earth”. Buettner identifies a handful of regions around the world where these Blue Zones exist: Okinawa, Japan; Sardinia, Italy; Ikaria, Greece; Nicoya, Costa Rica; and Loma Linda, California. Even though these are highly differentiated cultures, geographies and lifestyles, there appears to be a common set of qualities, routines and habits found in these Blue Zones.9/6/2023
By Justin Carbonneau (@jjcarbonneau)
Over the past few weeks, I’ve seen a number of charts highlighting the opportunity in small-cap stocks given their absolute and relative valuations. When I see these charts, my ears definitely perk up because many of the models we run are heavily positioned in small (and mid) caps, and specifically the cheaper value stocks in this segment of the market. The chart below, from First Eagle Investments, “It (May Be) a Small World After All”, shows the valuation of the Russell 2000 going back to 1997. Small caps haven’t been this cheap on an absolute basis since the Financial Crisis. They have been hovering around a Price-Earnings multiple of 11.5, compared to the average of 16.9 over the last quarter-century.