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ValuEngine Portfolios
View Current Benchmark Holdings for

  Strategy Description
ValuEngine has created and tracked a variety of investment portfolio strategies which reflect varying investment objectives. Known as Benchmark Portfolios, these strategies provide an excellent starting point for using ValuEngine's cutting-edge research to select a basket of stocks. ValuEngine Benchmark Portfolio strategies are designed to meet the return needs and risk/return profiles for different styles of investing. These strategies are based on our proprietary valuation, forecast, and rating models and have been extensively researched and tested. They serve as the foundation for all of our work with individual investors, institutional clients, and hedge funds. This page provides a description as well as performance tracking for some of our most-popular and easily managed long-only investment strategies.

ValuEngine users may create their own portfolios based on our benchmark portfolio strategies by screening for stocks HERE. For a list of current and historic VE benchmark portfolio strategy holdings, click HERE.

Custom feeds of our benchmark strategies in long only, market neutral, and other derivations as well as historical data and in-depth tracking information are available to ValuEngine customers for additional fees. Our research and development team is fast, agile, and experienced and can deploy the power of ValuEngine's proprietary models to help you develop a customized strategy and achieve your investment goals. To learn more, contact us at support@ValuEngine.com.

ValuEngine Benchmark Portfolio Strategy Constraints and Investment Criteria:
  • Every VE Benchmark Portfolio starts with $1,000
  • Portfolios are rebalanced once per month
  • Only stocks with a market price of $5.00 or more are included
  • The portfolios are equally weighted
  • Results do not include commissions, trading costs, or dividends - with the exception of our VE Income strategy (which does include dividends)
  • Results are compounded, not annualized
  • End of day closing prices are used to calculate performance

For a complete 10 year historical backtest for the below strategies, please click HERE.
  The ValuEngine View Portfolio Performance
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. Click HERE for the details.

Portfolio Performance as of 2014-09-16
  Return Comparison
1-Year3-Year5-Year
VE View31.52%163.76%186.12%
S&P 50017.75%68.74%92.63%
Excess Return13.77%95.02% 93.49%
  Monthly Return Statistics
Outperforming S&P 50031.25%
Average Return1.96%
  Statistics vs. S&P 500 Index (past 5 years)
VE ViewS&P 500
Ann Return26.30%14.84%
Ann Volatility22.11%12.15%
Sharpe Ratio1.191.22
Sortino Ratio1.991.51
Max Drawdown-34.94%-11.14%

  The ValuEngine Forecast 16 Market Neutral Strategy Portfolio Performance
The ValuEngine Forecast 16 MNS portfolio utilizes Forecast Model outputs along with market capitalization, price, and sector diversification rules to provide subscribers with a monthly portfolio made up of 16 stocks for both the long and short sides. This portfolio is published once a month at the beginning of the week near the middle of the month. It can be allocated equally, biased long or short, or utilized as a long or short-only portfolio at the subscriber's discretion. The performance calculation does not include any transaction costs. Click HERE for the details.

Portfolio Performance as of 2014-09-15
  Return Comparison
1-Year3-Year5-Year
Forecast 16 MNS-11.64%11.59%52.57%
S&P 50017.54%63.18%79.21%
Excess Return -29.19%-51.59%-26.64%
  Monthly Return Statistics
Outperforming S&P 50034.78%
Average Return0.76%
  Statistics vs. S&P 500 Index (past 5 years)
Forecast16S&P 500
Ann Return9.56%13.18%
Ann Volatility11.87%12.06%
Sharpe Ratio0.811.09
Sortino Ratio1.321.35
Max Drawdown-15.11%-11.05%


  ValuEngine Income 20 - Long :
Selection Criteria and Constraints:
  • Stocks selected must go ex dividend and pay dividends during the next month
  • Stocks must be forecast to gain 4% or more during the next year by our Forecast Model
  • Stocks which meet all other criteria are selected on the basis of their dividend yields--highest stocks first
  • The portfolio consists of a maximum of 20 stocks
    View Current Holdings
Portfolio Performance as of 2014-10-06 download performance report
  Return Comparison
1-Year3-Year5-Year
VE Portfolio17.14%0.99n/a
S&P 500
Excess Return 0.91%6.88%n/a
  Monthly Return Statistics
Outperforming S&P 50053.49%
Average Return1.02%
 
  Statistics vs. S&P 500 Index (past 5 years)
VE PortfolioS&P 500
Ann Return12.94%
Ann Volatility13.07%
Sharpe Ratio0.99
Sortino Ratio1.91
Max Drawdown-14.41%

  Benchmark Portfolio Strategy: VE Aggressive Growth 20 - Long
Selection Criteria and Constraints:
  • Stocks selected must have a Market Cap greater than $500 million.
  • Stocks are assigned a composite rank based on their ValuEngine Valuation Rank, Momentum Rank, and E/P Rank.
  • The portfolio consists of 20 stocks with the highest total composite rankings and no diversity criteria are applied.
    View Current Holdings
Portfolio Performance download performance report
  Return Comparison
1-Year3-Year5-Year
VE Portfolio
S&P 500
Excess Return
  Monthly Return Statistics
Outperforming S&P 500
Average Return
 
  Statistics vs. S&P 500 Index (past 5 years)
VE PortfolioS&P 500
Ann Return
Ann Volatility
Sharpe Ratio
Sortino Ratio
Max Drawdown

  Benchmark Portfolio Strategy: VE International 20 - Long
Selection Criteria and Constraints:
  • Stocks selected must be an ADR (ADR's are international companies that trade on US stock markets).
  • Stocks selected must have a Market Cap greater than $500 million.
  • Stocks selected have the highest ValuEngine one-year return forecast projection from the list of ADR stocks that are covered (there are approximately 700).
  • This portfolio does not focus on any particular foreign market. Customized versions of this strategy with emphasis on specific foreign markets are available.
    View Current Holdings
Portfolio Performance as of 2014-10-06 download performance report
  Return Comparison
1-Year3-Year5-Year
VE Portfolio5.65%98.42%n/a
S&P 500
Excess Return -10.58%37.36%n/a
  Monthly Return Statistics
Outperforming S&P 50041.86%
Average Return1.56%
 
  Statistics vs. S&P 500 Index (past 5 years)
VE PortfolioS&P 500
Ann Return20.44%
Ann Volatility39.97%
Sharpe Ratio0.51
Sortino Ratio1.55
Max Drawdown-25.76%

DISCLAIMER
STOCK TRADING involves high risks and YOU can LOSE a significant amount of money. ANY PERFORMANCE RESULTS LISTED ABOVE AND IN ALL MARKETING MATERIALS REPRESENT SIMULATED COMPUTER RESULTS OVER PAST HISTORICAL DATA, AND NOT THE RESULTS OF AN ACTUAL ACCOUNT. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. TESTIMONIAL OR ACTUAL ACCOUNT RESULTS PRESENTED DO NOT NECESSARILY REFLECT THE RESULTS OF ALL USERS OF THE PROGRAM AND ALL USERS SHOULD NOT EXPECT TO EXPERIENCE SIMILAR RESULTS. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. CURRENT PERFORMANCE MAY BE LOWER THAN PERFORMANCE STATED. PLEASE READ CUSTOMER DISCLOSURE DOCUMENT BEFORE PURCHASING. VALUENGINE, INC. IS NOT A REGISTERED INVESTMENT ADVISOR, AND DOES NOT PROVIDE INVESTMENT ADVICE. NEITHER THE SOFTWARE, WEBSITE, NOR ANY DEMONSTRATION OF ITS OPERATION SHOULD BE CONSTRUED AS AN INVESTMENT RECOMMENDATION OR AN OFFER TO BUY OR SELL SECURITIES. ALL PURCHASERS MUST DETERMINE WHICH SECURITIES TO USE WITH THE SOFTWARE, WEBSITE OR OTHER SERVICES. OUR SALES DEMONSTRATIONS AND CUSTOMER SUPPORT DEPARTMENT ARE STRICTLY LIMITED TO INSTRUCTIONS RELATING TO OPERATION AND USE OF THE SOFTWARE, WEBSITE, AND SERVICES.
Contact ValuEngine: (800) 381-5576, support@valuengine.com
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