Multi-Factor Investor Strategy Explanation Video
Since 2009, this portfolio has returned 383.1%, underperforming the market by 61.4% using its optimal annual rebalancing period and 10 stock portfolio size.
This multi-factor model seeks low volatility stocks that also have strong momentum and high net payout yields.
Year | Portfolio | S&P 500 |
2009 | 15.3% | 26.8% |
2010 | 31.7% | 12.8% |
2011 | 7.9% | -0.0% |
2012 | 13.8% | 13.4% |
2013 | 36.4% | 29.6% |
2014 | 18.9% | 11.4% |
Year | Portfolio | S&P 500 |
2015 | 6.2% | -0.7% |
2016 | 10.8% | 9.5% |
2017 | 24.3% | 19.4% |
2018 | -7.7% | -6.2% |
2019 | 23.2% | 28.9% |
2020 | -13.5% | 16.3% |
2021 YTD | 11.1% | 27.4% |
The Multi-Factor Investor portfolio is based on the published writings of Pim van Vliet
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