Factor Rotation - Composite

This strategy invests in the factors that score the highest using our composite system that combines valuation, momentum, and macro factors. The selection universe consists of 15 factor ETFs, which cover size, value, growth, momentum, quality and low volatility. Each factor is ranked using our composite score and the top 5 ETFS are added to the portfolio on each rebalancing date.

Since 2006, this portfolio has returned 10.5% per year, outperforming its benchmark by 2.1%

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Factor Rotation - Composite
S&P 500

Annual Return: 10.5% S&P 500: 8.4%
Year To Date: 24.5% S&P 500: 26.0%
Beta: 0.96 Standard Deviation: 21.8%
Full Return History

Portfolio Holdings

Ticker Date Added Return
XMHQ 10/18/2019 3.93%

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