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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 2014-03-18
  Return Comparison
Since LaunchOne Year
VE View98.18%32.73%
S&P 50065.33%20.63%
Excess Return 32.85%12.11%
  Monthly Return Statistics Since launch
Outperforming S&P 50055.66%
Average Return1.05%
  Statistics vs. S&P 500 Index Since launch
VE ViewS&P 500
Ann Return13.34%7.46%
Ann Volatility29.13%16.97%
Sharpe Ratio0.460.44
Sortino Ratio0.500.47
Max Drawdown-72.02%-51.35%

  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 2014-03-17
  Return Comparison
Since LaunchOne Year
Forecast 16 MNS96.76%13.62%
S&P 500103.47%18.91%
Excess Return -6.72%-5.29%
  Monthly Return Statistics
Outperforming S&P 50039.68%
Average Return1.13%
  Statistics vs. S&P 500 Index
Forecast16S&P 500
Ann Return14.50%15.58%
Ann Volatility11.63%13.91%
Sharpe Ratio1.251.12
Sortino Ratio2.481.55
Max Drawdown-14.68%-12.90%

  ValuEngine ValuTrader Portfolio:
Selection Criteria and Constraints:
  • The ValuTrader Portfolio Newsletter is based on ValuEngine Chief Market Strategist Richard Suttmeier's proprietary market analytics. Suttmeier combines his technical analysis expertise with ValuEngine's proprietary valuation, forecast, and ratings data for more than 7000 equities trading on US markets to come up with a 20 stock portfolio tailored to current market conditions. With ValuTrader, subscribers access Suttmeier's "Buy and Trade" strategy with a portfolio designed to function well in both up and down markets.
  • The portfolio contains approximately 20 stocks and ETF's, but the total number can vary. It is a mixture of both long and short holdings.
  • ValuTrader implements Suttmeier's "Buy and Trade" strategy and utilizes good until canceled (GTC) orders to adjust positions based on Suttmeier's own carefully calculated action prices for each individual holding. You can find out more in the "How to Use this Portfolio" section near the end of each issue.
  • The full newsletter is WEEKLY and is released each Monday. In addition, alerts are emailed out (or sent via text message) for positions that are added, or positions that reach their target during the week.

    Click HERE for a full performance report.
    Click HERE to read more, download a sample issue, or subscribe to this premium ValuEngine Portfolio.
Portfolio Performance
Buy and Trade
Last Update: January 3, 2013
Time Frame # LongsAVG Gain
/ Loss
SP 500+/-# ShortsAVG Gain
/Loss
SP 500+/-Portfolio
2009 from July 13th228.96%12.82%-3.86%1530.00%-1.22%1.22%8.19%
Calendar Year 20101434.63%2.59%2.04%1751.04%0.61%0.43%35.17%
Calendar Year 20111930.35%0.86%-0.51%26-1.00%-0.58%-0.42%1.75%
2012 Year to Date1133.50%2.44%1.06%182.94%1.75%1.19%18.84%
Since Inception4712.81%2.32%0.48%3720.42%-0.26%0.67%63.95%

Win/Loss Record
Last Update: January 3, 2013
Time FrameLong WinnersLong LosersHit %Short WinnersShort Losers Hit %Total WinnersTotal LosersHit %
2009 from July 13th20290.91%916259.48%1116463.43%
Calendar Year 20101123178.32%1027358.29%21410467.30%
Calendar Year 20111395472.02%131350.00%1526769.41%
2012 Year to Date941983.19%15383.33%1092283.21%
Since Inception36510677.49%22115159.41%58625769.51%

  ValuEngine Income 20 - Long (Performance from 2002 through present):
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 2014-04-04 download performance report
  Return Comparison
Last 5-YearLast 3-YearLast 1-Year
VE Portfolion/a41.49%13.79%
S&P 500174.04%40.52%20.07%
Excess Return n/a0.98%-6.28%
  Monthly Return Statistics Since 2000
Outperforming S&P 50054.05%
Average Return1.04%
 
  Statistics vs. S&P 500 Index Since 2000
VE PortfolioS&P 500
Ann Return13.16%7.67%
Ann Volatility12.95%18.24%
Sharpe Ratio1.020.42
Sortino Ratio1.900.52
Max Drawdown-14.41%-51.17%

  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 as of 2014-04-04 download performance report
  Return Comparison
Last 5-YearLast 3-YearLast 1-Year
VE Portfolio226.23%86.79%49.44%
S&P 500174.04%40.52%20.07%
Excess Return 52.19%46.27%29.36%
  Monthly Return Statistics Since 2000
Outperforming S&P 50055.95%
Average Return0.69%
 
  Statistics vs. S&P 500 Index Since 2000
VE PortfolioS&P 500
Ann Return8.66%7.67%
Ann Volatility35.08%18.24%
Sharpe Ratio0.250.42
Sortino Ratio0.300.52
Max Drawdown-74.82%-51.17%

  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 2014-04-04 download performance report
  Return Comparison
Last 5-YearLast 3-YearLast 1-Year
VE Portfolion/a57.28%12.76%
S&P 500174.04%40.52%20.07%
Excess Return n/a16.77%-7.31%
  Monthly Return Statistics Since 2000
Outperforming S&P 50043.24%
Average Return1.82%
 
  Statistics vs. S&P 500 Index Since 2000
VE PortfolioS&P 500
Ann Return24.21%7.67%
Ann Volatility41.99%18.24%
Sharpe Ratio0.580.42
Sortino Ratio1.920.52
Max Drawdown-25.76%-51.17%

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
Data is provided for informational purposes only.
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