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	14.8%	6.3%	8.4%
Dashan Huang	Twin Momentum Investor	10	Monthly	19.7%	11.8%	7.9%
Motley Fool	Small-Cap Growth Investor	10	Monthly	11.9%	7.0%	4.9%
James O'Shaughnessy	Value Composite Investor	10	Tax Efficient	16.1%	11.8%	4.3%
Martin Zweig	Growth Investor	20	Tax Efficient	10.1%	7.0%	3.1%
Validea	Momentum Investor	20	Tax Efficient	10.0%	7.0%	3.0%
Peter Lynch	P/E/Growth Investor	20	Monthly	9.6%	7.0%	2.6%
Patrick O'Shaughnessy	Millennial Investor	20	Monthly	14.3%	11.8%	2.5%
Pim van Vliet	Multi-Factor Investor	10	Annual	14.8%	12.3%	2.5%
Benjamin Graham	Value Investor	10	Annual	9.4%	7.0%	2.4%

Top Performing ETF Models

Portfolio	Annual Return	Benchmark	+/- Benchmark	Beta	Standard Deviation	Maximum Drawdown	Sharpe Ratio
Factor Rotation - Momentum with Trend	11.2%	8.2%	3.0%	0.56	18.4%	34.6%	0.54
Factor Rotation - Momentum with Trend	11.0%	8.2%	2.8%	0.57	18.5%	34.7%	0.53
Factor Rotation - Composite with Trend	11.0%	8.2%	2.8%	0.55	18.1%	40.6%	0.53
Factor Rotation - Composite with Trend	10.9%	8.2%	2.7%	0.56	18.3%	40.7%	0.53
Factor Rotation - Macro with Trend	10.4%	8.2%	2.2%	0.54	17.8%	38.3%	0.51

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Our Latest Articles

6/3/2020

The Balance Betweeen What is and What Should Be

By Jack Forehand (@practicalquant)

I like it when things work out the way they should. It’s great when good things happen to people who deserve it. It’s great when the outcome of any situation is the one supported by the facts. It’s also great when logic and reason win out in the end. When I came into the world of investing, I brought that mentality with me. Although I certainly recognized that reality can deviate from the way that I think things should be in the short-term, I brought in a belief that in the end, facts would ultimately drive outcomes.

5/28/2020

What Tom Petty's Greatest Hits Can Teach You About Investing

By Justin Carbonneau (@jjcarbonneau)

Have you ever heard a song that jogs a strong memory, motivates you in a powerful way or makes you think about things you wouldn’t otherwise consider? This happened to me the other day while listening to some of the late Tom Petty’s biggest hits. I couldn’t help but notice how many of the lyrics related to the world of investing, which sent me on a fun and enlightening mission of combing through this rock icon’s classics and drawing parallels with different types of investors.

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Our Podcast - Excess Returns

6/1/2020

Episode 26: Interview: Systematic Value Investing with Wes Gray

Wes Gray is the founder of Alpha Architect, the author of Quantitative Value and Quantitative Momentum, and an expert in systematic investing. In this interview, we discuss the recent struggles of value investing and how the current period fits into a long-term context. We also talk about the nuts and bolts of building a value strategy, including the pros and cons of value composites and the role of quality in a value portfolio. We hope you enjoy the discussion.

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.

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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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