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 | 1.1% | 0.5% | -0.5% | 1.0% | 1.7% | 0.5% | -2.3% | 0.3% |
| 1 month | 4.9% | 6.3% | 2.7% | 4.9% | 0.6% | 3.2% | -1.6% | 1.9% |
| 3 months | 10.1% | 6.9% | 2.5% | 7.4% | 1.3% | 2.0% | 1.7% | 7.1% |
| 6 months | 15.2% | 6.0% | -1.0% | 3.7% | -1.0% | 6.3% | -7.0% | 5.8% |
| 1 year | 17.6% | 2.7% | 5.7% | -0.3% | -9.7% | -6.7% | -9.3% | 1.8% |
| 2 years | 35.7% | 38.6% | 24.6% | 15.6% | 11.2% | 6.8% | -11.5% | 4.9% |
| Annualised | 23.1% | 19.1% | 19.2% | 24.6% | 21.3% | 27.5% | -3.0% | |
| 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 | |
