Multi-Factor Investor

Based on the book by Pim van Vliet - Last Updated: 10/27/2023

Since 2009, this portfolio has returned 348.1%, underperforming the market by 49.2%.

Multi-Factor
S&P 500
* Returns are model returns and do not reflect actual trading. Full performance disclaimer

Annual Return: 10.7% S&P 500: 11.5%
Year To Date: -3.6% S&P 500: 7.8%
Beta: 0.84 Accuracy: 61.5%
Full Return History

Portfolio Holdings


Ticker Date Added Return
HMC 10/13/2023 -5.28%
ORCL 4/28/2023 6.00%
AFL 7/21/2023 7.06%
CMCSA 10/13/2023 -10.64%
RS 4/28/2023 -0.23%
AXAHY 7/21/2023 -6.41%
E 10/13/2023 -0.31%
ABBNY 7/21/2023 -17.82%
EME 4/28/2023 20.49%
NMR 10/13/2023 -4.55%
MUFG 7/21/2023 8.09%
CAT 7/21/2023 -5.91%
SMFG 2/3/2023 9.93%
ORAN 10/13/2023 -0.52%
CCEP 10/13/2023 1.10%
DD 10/13/2023 -4.20%
AOS 10/13/2023 -1.62%
ETN 10/13/2023 -5.78%
JPM 10/13/2023 -4.89%
DANOY 10/13/2023 3.94%

Latest Changes

Last Rebalancing: 10/13/2023  Next Rebalancing: 1/5/2024

Additions Deletions
DD ADRNY
CCEP ARW
ETN CAH
ORAN GWW
DANOY JCI
NMR LECO
E LII
CMCSA LOW
HMC MCK
JPM OMC
AOS ORLY

Current Top Rated Stocks

The stocks that would be in this portfolio if it were rebalanced today.

Ticker Current
Score
BBVA 100%
PHM 100%
LEN 100%
SHEL 100%
TOL 100%
EME 100%
RS 100%
UBS 100%
PRI 100%
ASX 100%
AXAHY 100%
BP 100%
RL 100%
OC 100%
FERG 100%
AFL 100%
SCCO 100%
FDX 100%
HMC 100%
CHTR 100%
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.