Factor-Based Stock Portfolios
Guru Based on | Number Of Stocks |
Rebalancing | Annual Return |
---|---|---|---|
Meb Faber | 10 | Annual | 20.5% |
Partha Mohanram | 10 | Monthly | 15.4% |
Dashan Huang | 10 | Monthly | 19.2% |
James O'Shaughnessy | 10 | Tax Efficient | 17.9% |
Motley Fool | 10 | Tax Efficient | 13.7% |
Martin Zweig | 20 | Tax Efficient | 12.6% |
Wesley Gray | 10 | Monthly | 12.3% |
Peter Lynch | 20 | Monthly | 11.9% |
Kenneth Fisher | 10 | Monthly | 11.9% |
Benjamin Graham | 10 | Annual | 11.4% |
Factor-Based ETF Portfolios
Portfolio | Annual Return |
Benchmark |
---|---|---|
Factor Rotation - Momentum with Trend | 12.5% | 10.3% |
Factor Rotation - Composite with Trend | 12.2% | 10.3% |
Factor Rotation - Momentum | 11.6% | 10.3% |
Factor Rotation - Composite | 11.2% | 10.3% |
Factor Rotation - Macro with Trend | 10.2% | 10.3% |
Sat, 05 Oct 2024 The One Investing Lesson: Michael Mauboussin & Base Rates![]() Michael Mauboussin on the importance of base rates in investing and life. Follow Excess Returns on TikTok to hear top investing lessons from top investors, market experts and thought leaders. |
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