Factor-Based Stock Portfolios

Guru Based on Annual
Return
Meb Faber 21.1%
James O'Shaughnessy 19.5%
Partha Mohanram 14.2%
Dashan Huang 17.9%
Motley Fool 12.2%
Validea 15.9%
Benjamin Graham 11.5%
Kenneth Fisher 11.1%
Validea 10.9%
Martin Zweig 10.5%
* Returns are model returns and do not reflect actual trading. Full performance disclaimer
All Stock Portfolios

Factor-Based ETF Portfolios

Portfolio Annual
Return
Factor Rotation - Momentum with Trend 11.8%
Factor Rotation - Composite with Trend 11.7%
Factor Rotation - Momentum 10.9%
Factor Rotation - Composite 10.5%
Factor Rotation - Value with Trend 9.5%
* Returns are model returns and do not reflect actual trading. Full performance disclaimer
All ETF Portfolios

Our Latest Articles

6/14/2023

The March to a $10 Trillion Company

By Justin Carbonneau (@jjcarbonneau)

Imagine a world where a single company has a market capitalization of $10 trillion. For reference, Apple, one of the world's most valuable companies as today, has a market cap of $2.8 trillion. And yet, if we take a step back and look at the history of corporate growth and stock market expansion, a $10 trillion company may not be as farfetched as it seems.

5/11/2023

What Would Your Investing Obituary Say?

By Justin Carbonneau (@jjcarbonneau)

At the Berkshire Hathaway annual meeting over the weekend, an attendee asked Warren Buffett for his advice on achieving success in life and investing. His response was a powerful one: "You should write your obituary and then try to figure out how to live up to it." This statement inspired the idea for this article. If we, as investors, were asked to write our own investing obituary, what would it say?
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Excess Returns Podcast

6/29/2023

Episode 216: Building a Six Factor Model Using Intangible Value with Kai Wu

In this episode, we speak with Sparkline Capital founder Kai Wu about his excellent recent paper "Intangible Value: A Sixth Factor". We discuss his research on the importance of intangible assets, how to measure them and turn them into a value factor, the benefits of intangible value to a multi-factor portfolio, and how he used it to construct a 6-factor model.

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6/23/2023

Episode 215: Show Us Your Portfolio: Larry Swedroe

In our latest episode of Show Us Your Portfolio, we speak with Buckingham Strategic Wealth's Larry Swedroe. Larry has dedicated his career to educating investors and has written more books and articles than we can list in that pursuit. We talk with Larry about how he takes his evidence-based approach to investing and translates it into managing his personal portfolio. We cover his approach to incorporating uncorrelated return streams into his overall approach, his unique use of assets outside of those traditionally used by investors, how he approaches equities and bonds, how his approach has changed over time and a lot more.

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All Episodes

The Education of a Financial Planner Podcast

6/19/2023

Episode 18: Five Major Issues on Investors' Minds: Inflation, Recession, Valuations, AI Stocks, Geopolitics

In this episode, we begin a new quarterly series where we will discuss some of the biggest issues that investors are thinking about in the current market and try to put them in a long-term context. We discuss how investors should think about inflation and the potential for a future recession, how to interpret market valuations, the impact of AI stocks on the market and whether political and geopolitical events should play a role in an investment strategy.

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6/19/2023

Episode 17: Aligning Your Assets with Your Purpose: Lessons from Peter Mladina

In this episode, we discuss the major lessons from our recent interview on our separate podcast Excess Returns with Northern Trust's Peter Mladina. Peter's work on goals-based planning, aligning goals with purposes, the importance of time and in many other areas has wide reaching implications for investors. But it also can be very complex. So we wanted to break it down in simpler terms than we were able to in the initial interview and discuss the most important lessons investors can take from it.

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All Episodes
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.

Validea.com is a research provider that is owned and operated by The Reese Group, LLC. Validea.com offers model portfolios, screening and stock analysis that is not customized to any individual. No information on Validea.com should be construed as investment advice. Validea Capital Management is a separate investment advisory firm registered with the state of Connecticut. Validea Capital offers investment management services directly to clients and is a separate entity from The Reese Group, LLC. The Reese Group and Validea Capital are affiliated entities and share partial common ownership.