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	13.0%	5.1%	7.9%
Dashan Huang	Twin Momentum Investor	10	Monthly	17.8%	10.3%	7.5%
Motley Fool	Small-Cap Growth Investor	10	Monthly	10.5%	6.0%	4.5%
Pim van Vliet	Multi-Factor Investor	10	Annual	14.3%	10.7%	3.5%
Validea	Momentum Investor	20	Tax Efficient	8.9%	6.0%	2.9%
Wesley Gray	Quantitative Momentum Investor	20	Monthly	7.7%	5.4%	2.3%
Martin Zweig	Growth Investor	20	Tax Efficient	8.1%	6.0%	2.1%
Peter Lynch	P/E/Growth Investor	20	Monthly	7.9%	6.0%	1.9%
Patrick O'Shaughnessy	Millennial Investor	20	Monthly	12.1%	10.3%	1.8%
Benjamin Graham	Value Investor	10	Annual	7.2%	6.0%	1.2%

Top Performing ETF Models

Portfolio	Annual Return	Benchmark	+/- Benchmark	Beta	Standard Deviation	Maximum Drawdown	Sharpe Ratio
Factor Rotation - Momentum with Trend	10.9%	6.9%	4.0%	0.57	18.3%	34.6%	0.52
Factor Rotation - Momentum with Trend	10.7%	6.9%	3.8%	0.57	18.4%	34.7%	0.51
Factor Rotation - Composite with Trend	10.6%	6.9%	3.7%	0.55	18.0%	40.6%	0.52
Factor Rotation - Composite with Trend	10.6%	6.9%	3.7%	0.56	18.1%	40.7%	0.51
Factor Rotation - Macro with Trend	10.1%	6.9%	3.2%	0.54	17.7%	38.3%	0.50

All ETF Portfolios

Our Latest Research

3/25/2020

Three Things I Feel Strongly About – And Why I Might Be Wrong

By Jack Forehand (@practicalquant)

Confirmation bias is one of the most damaging biases in investing. All of us want to be right. We all want to think that opinions that disagree with ours don’t have sensible arguments to support them. So we gravitate toward people who agree with ours. Whether it be in our personal relationships, or our virtual ones through things like social media, we all unconsciously want to seek out validation that proves that what we thought all along is correct. This practice can be very problematic in normal times. In times like this, where emotions are running high and many of us aren’t thinking as clearly as we normally would, it can be much worse than that.

3/18/2020

Learning from Buffett and Others During Market Crises

By Justin Carbonneau (@jjcarbonneau)

While no one has the answers to how deep the current market downturn will be and how far stocks will fall, there have been other market crises in the past. And while each one has its own causes and amount of damage they inflict, investors like Warren Buffett, Peter Lynch and lessons from market history can help guide us and give us confidence that over time, over the long-term, we’ll recover.

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Our Podcast - Excess Returns

3/30/2020

Episode 17: The Importance of Challenging Your Own Beliefs

Confirmation bias is one of the most damaging biases in investing. All of us want to be right. We all want to think that opinions that disagree with ours don’t have sensible arguments to support them. So we gravitate toward people who agree with ours. Whether it be in our personal relationships, or our virtual ones through things like social media, we all unconsciously want to seek out validation that proves that what we thought all along is correct. But during times like these that can be a major problem. In this episode, we discuss some of our current beliefs, and why they might be wrong.

3/23/2020

Episode 16: Looking at Different Ways to Manage Risk

There are many ways to manage risk in a portfolio. Traditional methods like blending stocks with bonds will work for most investors, but more creative methods can also make sense in some cases. One thing all risk management techniques have in common though, is that they come with trade offs. In this episode we look at some popular risk management approaches, and some lesser known ones, and examine the pros and cons of each. In addition to a traditional blended stock and bond approach, we also discuss the Permanent Portfolio, and more advanced quantitative approaches like Trend Following, Protective Asset Allocation and Generalized Protective Momentum.

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