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VE Benchmark Portfolios Performance

VE Benchmark Portfolios are constructed to represent different trading strategies that can be used by the professional or institution with varying styles and risk-tolerance preferences. The purpose of these benchmark portfolios is to provide examples of how to use ValuEngine's research to develop portfolio strategies, and illustrate the returns that can be achieved with such strategies. High levels of customization on the below basic strategies can achieve higher returns, or lower volatility and risk as needed. ValuEngine provides customized stock selection and portfolio strategies to professionals, money managers, and institutions world wide.

VE Diversified Growth and Aggressive Growth 100 -- Market Neutral Strategy (MNS) portfolios consist of long holdings with 100 stocks and short holdings with 100 stocks. Each portfolio uses a different ValuEngine proprietary model for stock selection. Below are performance charts for the two portfolios. To learn more, email support@ValuEngine.com or call (800) 381-5576

VE Diversified Growth 100 -- Market Neutral Strategy

VE Aggressive Growth 100 -- Market Neutral Strategy

Comparison of Average Returns from 2000 to present
  VE Diversified Growth MNSVE Aggressive Growth MNSS&P 500 Index
Average Monthly Return 1.01%
Average Annual Return 12.82%
Average Annual Standard Deviation 10.81%
Sharpe Ratio 1.19
Sortino Ratio 1.90
Max Drawdown -10.47%
Last Update: 2016-12-05

Contact ValuEngine: (800) 381-5576, support@valuengine.com
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