Top Performing Stock Models

Guru Based on	Strategy Name	Number Of Stocks	Rebalancing	Annual Return	S&P 500	+/- S&P 500
Meb Faber	Shareholder Yield Investor	10	Annual	20.9%	12.3%	8.6%
James O'Shaughnessy	Value Composite Investor	10	Tax Efficient	19.8%	11.9%	8.0%
Dashan Huang	Twin Momentum Investor	10	Monthly	19.5%	11.9%	7.7%
Partha Mohanram	P/B Growth Investor	10	Tax Efficient	13.4%	7.2%	6.3%
Motley Fool	Small-Cap Growth Investor	10	Tax Efficient	12.9%	7.6%	5.2%
Validea	Private Equity Investor	20	Monthly	16.1%	11.9%	4.2%
Wayne Thorp	Earnings Revision Investor	20	Quarterly	16.1%	12.3%	3.7%
Martin Zweig	Growth Investor	20	Quarterly	11.2%	7.6%	3.5%
Benjamin Graham	Value Investor	10	Annual	11.1%	7.6%	3.5%
Validea	Momentum Investor	10	Monthly	11.0%	7.6%	3.4%

* Returns are model returns and do not reflect actual trading. Full performance disclaimer

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Top Performing ETF Models

Portfolio	Annual Return	Benchmark	+/- Benchmark	Beta	Standard Deviation	Maximum Drawdown	Sharpe Ratio
Factor Rotation - Momentum with Trend	13.2%	9.0%	4.2%	0.59	18.9%	34.7%	0.63
Factor Rotation - Composite with Trend	12.7%	9.0%	3.7%	0.59	18.9%	40.7%	0.60
Factor Rotation - Momentum	11.6%	9.0%	2.6%	0.94	22.5%	57.3%	0.46
Factor Rotation - Composite	10.8%	9.0%	1.8%	0.98	23.3%	64.0%	0.41
Factor Rotation - Value with Trend	10.3%	9.0%	1.3%	0.59	19.3%	49.1%	0.47

* Returns are model returns and do not reflect actual trading. Full performance disclaimer

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Guru Analysis

Analysis of 6000+ stocks using the proven strategies of investment legends like Warren Buffett, Benjamin Graham and Peter Lynch. See the details behind "why" some stocks look good and others don't through the guru methodologies.

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Screen for stocks that pass the strategies of investment legends such as Joel Greenblatt, John Neff and Martin Zweig. Combine multiple strategies together or add in fundamental filters to refine your result set.

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Learn More About Validea

Webinar: An Overview of Validea

A detailed look at the site and how to use it.

Webinar: Using Validea to Generate Investment Ideas

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Our Latest Articles

8/31/2022

Mapping The Opportunity in Small Caps to Value Investment Strategies

By Justin Carbonneau® (@jjcarbonneau)

Verdad, a value oriented and global asset manager, recently published a piece highlighting the valuation gap that exists between small caps and large cap stocks, as represented by the S&P 500. The piece, "Small caps are trading at the steepest discount to large caps in decades", may have important implications for investors and allocators over the next decade.

8/24/2022

The Many Different Flavors of Value

By Jack Forehand, CFA, CFP® (@practicalquant)

Many investors believe that all value investing strategies are similar. When it comes to getting exposure to value, they think the many value funds that are out there are mostly interchangeable. But that view is not grounded in reality. In the real world, there are a series of factors that go into the construction of a value strategy that can cause massive deviations in performance from one value fun to the next. Understanding these differences is crucial to determining the value approach that works best for each investor.

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Excess Returns Podcast

9/8/2022

Episode 169: Show Us Your Portfolio: Ryan Krueger

We have looked at a variety of different investing strategies so far in our Show Us Your Portfolio series. We have talked to investors who use factor-based approaches. We have talked to investors who use trend following and managed futures. We have talked to investors who use passive approaches. But regardless of the approach any of us use in our personal portfolios, we can often lose sight of what we are actually trying to achieve. We can lose sight of the importance of aligning our portfolio with our purpose. In this episode of Show Us Your Portfolio, we speak with our good friend Ryan Krueger of Freedom Day Solutions. We discuss how he aligns his personal portfolio with the most important things he is trying to achieve in his life. We work through his unique system of classifying his investments and how he uses that to connect his investments with his purpose in life.

9/1/2022

Episode 168: Everything Investors Need to Know About Federal Reserve Policy with Cullen Roche

There has been a lot of debate about Federal Reserve policy in the wake of the pandemic. But many of those involved in that debate want to promote a specific position and interpret the facts in a way to accomplish that goal. In this episode, we wanted to take a step back cover the facts about the Federal Reserve and how it operates. And we couldn't think of a better person to do that with than our friend Cullen Roche. We discuss the history of the Fed, what its mandates are, the tools it can use to achieve its goals, and how all of that applies to the situation we find ourselves in today.

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Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.

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