Top Performing Stock Models
| Guru Based on | Number Of Stocks |
Rebalancing | Annual Return |
|---|---|---|---|
| Partha Mohanram | 10 | Tax Efficient | 15.7% |
| Dashan Huang | 10 | Monthly | 20.7% |
| Motley Fool | 10 | Monthly | 12.8% |
| James O'Shaughnessy | 10 | Tax Efficient | 17.7% |
| Validea | 10 | Monthly | 11.8% |
| Wayne Thorp | 10 | Quarterly | 17.0% |
| Pim van Vliet | 10 | Annual | 17.0% |
| Benjamin Graham | 10 | Annual | 10.6% |
| Martin Zweig | 20 | Quarterly | 10.5% |
| Peter Lynch | 20 | Monthly | 10.4% |
Top Performing ETF Models
| Portfolio | Annual Return |
Benchmark |
|---|---|---|
| Factor Rotation - Composite with Trend | 13.1% | 9.0% |
| Factor Rotation - Momentum with Trend | 12.8% | 9.0% |
| Factor Rotation - Macro with Trend | 12.5% | 9.0% |
| Factor Rotation - Macro with Trend | 12.2% | 9.0% |
| Factor Rotation - Composite with Trend | 12.1% | 9.0% |
2/12/2020
By Jack Forehand (@practicalquant)
The long-term evidence to support factor investing is compelling. Academic work has shown that factors like value and momentum have produced an excess return relative to the market over time. Whether the explanation of that excess return is risk or behavior–based, or a combination of both, is the subject of significant debate, but there is little doubt that there have been premiums associated with factors over the long-term. But what occurred in the most recent decade was in many ways the opposite of what has happened over the long-term.2/5/2020
By Jack Forehand (@practicalquant)
When we look at the past in investing, all of us have a tendency to want to find the simplest explanations for the things that occurred. But beneath the surface, there is often much more going on than meets the eye.2/17/2020
2/10/2020
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