Factor Rotation - Value with Trend

This strategy invests in the factors that are the cheapest relative to their historical valuations. The selection universe consists of 15 factor ETFs, which cover size, value, growth, momentum, quality and low volatility. Each factor is ranked using a composite of value metrics and the top 5 ETFS are added to the portfolio on each rebalancing date. In addition, a trend following system is used to eliminate ETFs that are in a downtrend and to raise cash when the majority of the factors are in a downtrend simultaneously.

Since 2006, this portfolio has returned 8.6% per year, outperforming its benchmark by 0.4%

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Factor Rotation - Value with Trend
S&P 500

Annual Return: 8.6% S&P 500: 8.2%
Year To Date: -28.0% S&P 500: -2.4%
Beta: 0.56 Standard Deviation: 18.5%
Full Return History

Portfolio Holdings

Ticker Date Added Return
RFV 5/1/2020 20.02%

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