The VM Rank which blends the Value Rank and Momentum Rank. Value and Momentum are the two strongest forces in almost all markets (including currencies & commodities) and together they make great bedfellows. The returns to Value tend to zig when the returns to Momentum zag - they are complementary forces. This value strategy is quality agnostic but incorporating the momentum score is another way to avoid so called 'value traps'. Versions of this strategy have been a core focus of Quants and Academics.
This screen uses the following criteria:
Results are sorted by:
And limited to the first 200 Results
| Returns |  |
 |
 |
 |
 |
 |
 |
FTSE 100 |
|---|---|---|---|---|---|---|---|---|
| 1 week | 0.6% | 0.3% | 1.5% | 2.8% | 1.0% | -4.5% | 0.2% | 0.8% |
| 1 month | 2.4% | 5.5% | 0.7% | 3.5% | 3.6% | -4.6% | -1.6% | 1.1% |
| 3 months | 3.4% | 4.5% | 2.6% | 7.0% | -1.9% | -6.8% | 0.1% | 1.2% |
| 6 months | 18.4% | 6.6% | 5.2% | 21.1% | 4.0% | -13.0% | 15.6% | 10.2% |
| 1 year | 9.1% | -1.6% | -3.2% | -1.9% | -8.7% | -14.3% | -18.3% | -2.0% |
| 2 years | 33.8% | 33.8% | 26.9% | 18.5% | 3.3% | -3.3% | -9.9% | -0.5% |
| Annualised | 22.2% | 17.8% | 17.9% | 24.4% | 20.1% | 22.1% | -2.8% | |
| Risks | ||||||||
| Max Drawdown | -15.5% | -14.6% | -12.2% | -23.4% | -21.0% | -33.8% | -34.1% | |
| Avg Holdings | 25 | 25 | 25 | 25 | 25 | 25 | 25 | |
| Diversification | Good | Good | Good | Good | Good | Good | Good | |
