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 | 0.8% | 0.8% | -0.4% | 1.5% | 1.0% | -4.5% | 5.8% | 2.3% |
| 1 month | 3.2% | 3.8% | 3.0% | 4.0% | 1.7% | -13.7% | 11.0% | 5.0% |
| 3 months | 4.1% | 1.3% | -0.6% | 2.2% | 2.0% | -13.3% | 2.5% | 2.8% |
| 6 months | 1.1% | -2.1% | -2.3% | -5.0% | -8.4% | -17.4% | -10.4% | -3.5% |
| 1 year | 8.2% | 2.2% | 14.3% | -2.4% | -8.3% | -27.1% | -6.3% | 0.0% |
| 2 years | 22.4% | 39.1% | 20.0% | 9.2% | 15.0% | 6.8% | -10.6% | -1.0% |
| Annualised | 22.3% | 19.0% | 20.4% | 24.8% | 22.1% | 23.1% | -1.6% | |
| Risks | ||||||||
| Max Drawdown | -15.5% | -14.6% | -12.2% | -23.4% | -21.0% | -32.6% | -34.1% | |
| Avg Holdings | 25 | 25 | 25 | 25 | 25 | 25 | 25 | |
| Diversification | Good | Good | Good | Good | Good | Good | Good | |
