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	12.7%	4.9%	7.8%
Dashan Huang	Twin Momentum Investor	10	Monthly	17.3%	10.0%	7.4%
Motley Fool	Small-Cap Growth Investor	10	Monthly	10.5%	5.8%	4.7%
Pim van Vliet	Multi-Factor Investor	10	Annual	14.0%	10.4%	3.5%
Validea	Momentum Investor	20	Tax Efficient	8.8%	5.8%	3.1%
Wesley Gray	Quantitative Momentum Investor	20	Monthly	7.4%	5.1%	2.3%
Martin Zweig	Growth Investor	20	Tax Efficient	8.0%	5.8%	2.2%
Patrick O'Shaughnessy	Millennial Investor	20	Monthly	12.0%	10.0%	2.0%
Peter Lynch	P/E/Growth Investor	20	Monthly	7.8%	5.8%	2.0%
Wayne Thorp	Earnings Revision Investor	10	Quarterly	11.9%	10.5%	1.4%

Top Performing ETF Models

Portfolio	Annual Return	Benchmark	+/- Benchmark	Beta	Standard Deviation	Maximum Drawdown	Sharpe Ratio
Factor Rotation - Momentum with Trend	10.6%	6.6%	4.0%	0.57	18.3%	34.6%	0.51
Factor Rotation - Momentum with Trend	10.4%	6.6%	3.8%	0.57	18.4%	34.7%	0.49
Factor Rotation - Composite with Trend	10.4%	6.6%	3.8%	0.55	17.9%	40.6%	0.51
Factor Rotation - Composite with Trend	10.3%	6.6%	3.7%	0.56	18.1%	40.7%	0.50
Factor Rotation - Macro with Trend	9.9%	6.6%	3.3%	0.54	17.6%	38.3%	0.49

All ETF Portfolios

Our Latest Research

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.

3/11/2020

Some Thoughts on Market Panics

By Jack Forehand (@practicalquant)

It is very easy to make arguements that all of us should stay the course during market panics. It is much harder to actually do it. The pain and emotions felt during panics can be difficult to understand until you experience it. They can be even harder to endure. Here are some things to keep in mind during market panics.

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Our Podcast - Excess Returns

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.

3/19/2020

Q&A: Answering Investors' Questions in Uncertain and Volatile Times

With the market in the midst of a significant decline and uncertainty reaching levels we haven't seen in many years, we have received many questions about what is going on, and where we go from here. So we decided to do a Q&A episode to do our best to answer some of these questions. In this bonus episode, we talk about why the market has fallen so quickly, whether stocks are cheap after the recent decline, and whether can can rely on past fundamental data to pick stocks in a time like this. We hope you enjoy this bonus episode. If you have any questions you would like answered in future episodes, please email them to podcast@validea.com.

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As a retail investor, I particularly value Validea’s top-notch research capability. With the deluge of investment commentary available via innumerable blogs, articles, FinTwits, white papers, podcasts, etc., the Validea team is one of my go-to sources to maintain some perspective on what's really happening.

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