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Top VM Rank 200 Qualifying

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:

  • VM Rank >= 90
  • Mkt Cap £m > 10
  • Is Primary Listing == 1

Results are sorted by:

  • VM Rank in descending order


And limited to the first 200 Results


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Performance Tracking


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