Please always check back around the middle of month for new release!
The ValuEngine View Portfolio Performance
The ValuEngine View newsletter is the product of a sophisticated stock valuation
model that was first developed by ValuEngine's academic research team.
It utilizes a three factor approach: fundamental variables such as a company's trailing
12-month Earnings-Per-Share (EPS), the analyst consensus estimate of the company's future
12-month EPS, and the 30-year Treasury yield are all used to create a more
accurate reflection
of a company's fair value. A total of eleven additional firm specific variables are also used.
The ValuEngine View portfolio is constructed by integrating this model
along with some basic rules for market capitalization and industry diversification.
The portfolio has 15 stocks and is balanced once each month. Note that the newsletter
is published in the middle of each calendar month. An equal amount of capital is allocated
to each stock. The monthly returns are calculated from the closing prices on date of publication.
The performance calculation does not include any transaction costs.
The newsletter is edited by Eric Stokes, a money manager and well-known authority on stocks
and portfolio construction. He is the author of Market Neutral Investing (2004, Dearborn)
and publisher of the highly regarded newsletter Market Neutral Strategy.
Click HERE to download the free sample of The ValuEngine View.
Return Comparison
Since Launch
One Year
VE View
-9.88%
24.52%
S&P 500
-4.66%
16.42%
Excess Return
-5.22%
8.10%
Monthly Return Statistics
Outperforming S&P 500
54.84%
Average Return
0.36%
Statistics vs. S&P 500 Index
VE View
S&P 500
Ann Return
4.45%
1.10%
Ann Volatility
32.88%
19.59%
Sharpe Ratio
0.06
-0.07
Sortino Ratio
0.06
-0.08
Max Drawdown
-72.02%
-51.35%
(Last Update: 2010-07-14)
To automatically trade these portfolios each month, please contact ValuEngine at (800) 381-5576 or email support@ValuEngine.com