Factor-Based Stock Portfolios

Guru Based on Annual
Return
Meb Faber 20.9%
Partha Mohanram 15.2%
James O'Shaughnessy 19.0%
Dashan Huang 18.3%
Motley Fool 12.9%
Martin Zweig 12.2%
Wesley Gray 11.8%
Kenneth Fisher 11.9%
Wayne Thorp 15.5%
Peter Lynch 11.3%
* Returns are model returns and do not reflect actual trading. Full performance disclaimer
All Stock Portfolios

Factor-Based ETF Portfolios

Portfolio Annual
Return
Factor Rotation - Momentum with Trend 12.4%
Factor Rotation - Composite with Trend 12.2%
Factor Rotation - Momentum 11.5%
Factor Rotation - Composite 11.2%
Factor Rotation - Macro with Trend 10.0%
* Returns are model returns and do not reflect actual trading. Full performance disclaimer
All ETF Portfolios

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Latest Blog Posts

Wed, 12 Jun 2024

ETF Factor Profile: QVAL


Validea’s ETF Factor Report looks at hundreds of US Equity ETFs through the lens of the major investing factors. We look at each ETFs exposure to a variety of factors and metrics to help investors better understand what they are getting when they buy an ETF, and what they are paying for it. This week, we take a look at the Alpha Architect Quantitative Value ETF (QVAL) General Information Factor Exposure QVAL invests in mid… View Full Post

Mon, 10 Jun 2024

June Market Valuation Update


Here is the latest update for June from Validea’s market valuation tool. Rather than focusing on market-cap weighted indexes like the S&P 500, our tool focuses on the valuation of the average stock relative to history. We use the median of our investable universe of 2700 stocks to perform the calculation. While the valuation of the median stock has been rising in recent months, it remains middle of the road relative to history based on… View Full Post

Wed, 05 Jun 2024

Quantifying Warren Buffett


Warren Buffett is widely regarded as the greatest investor of all time. The “Oracle of Omaha” has amassed a multi-billion dollar fortune through his holding company Berkshire Hathaway by following a disciplined, patient, value-based approach to investing. Since taking over Berkshire in the 1960s, Buffett has delivered compounded annual returns of over 20% for shareholders, far outpacing the broader market. While Buffett hasn’t written his own book detailing his exact investment process, his former daughter-in-law… View Full Post

Wed, 29 May 2024

Inside the Investment Strategy of John Neff


Who is John Neff? John Neff was the legendary manager of Vanguard’s Windsor Fund from 1964 to 1995. During his three-decade tenure, the fund averaged a 13.7% annual return, beating the S&P 500 by an average of over 3 percentage points per year. That track record made him one of the greatest investors of all time. Neff’s approach was, in his own words, “relatively prosaic, dull, [and] conservative.” He focused on beaten-down, unloved stocks with… View Full Post

Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.

Validea.com is a research provider that is owned and operated by The Reese Group, LLC. Validea.com offers model portfolios, screening and stock analysis that is not customized to any individual. No information on Validea.com should be construed as investment advice. Validea Capital Management is a separate investment advisory firm registered with the state of Connecticut. Validea Capital offers investment management services directly to clients and is a separate entity from The Reese Group, LLC. The Reese Group and Validea Capital are affiliated entities and share partial common ownership.