Simulated Strategies

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KISS Dividend Strategy - Large US Stocks
CAGR
14.7%
Return
1057.1%
Drawdown
49.7%
Turnover
315%
Sharpe
0.83
Sortino
1.20
Brazil Value Ratio Performance
CAGR
14.8%
Return
1067.5%
Drawdown
54.3%
Turnover
189%
Sharpe
0.71
Sortino
1.03
Due Diligence Scorecard
CAGR
14.5%
Return
326.9%
Drawdown
65.7%
Turnover
433%
Sharpe
0.61
Sortino
0.85
Factset Buffet Strategy
CAGR
15.7%
Return
10.0%
Drawdown
2.4%
Turnover
44%
Sharpe
1.93
Sortino
2.88
Growth at a Reasonable Price (Part 2)
CAGR
24.8%
Return
94.6%
Drawdown
12.2%
Turnover
356%
Sharpe
1.36
Sortino
2.00
Growth at a Reasonable Price
CAGR
13.2%
Return
45.1%
Drawdown
19.6%
Turnover
418%
Sharpe
0.80
Sortino
1.15
Do stop losses really work?
CAGR
29.0%
Return
8191.3%
Drawdown
58.1%
Turnover
401%
Sharpe
1.08
Sortino
1.59
Low Risk Yield
CAGR
22.0%
Return
1.6%
Drawdown
2.5%
Turnover
97%
Sharpe
1.37
Sortino
2.93
Joselito Dioneda's Bargain Hunting
CAGR
12.9%
Return
150.5%
Drawdown
41.3%
Turnover
399%
Sharpe
0.64
Sortino
0.91
Building a better value strategy
CAGR
23.7%
Return
3988.7%
Drawdown
55.2%
Turnover
372%
Sharpe
0.91
Sortino
1.34
Really simple first model
CAGR
14.5%
Return
954.1%
Drawdown
71.0%
Turnover
381%
Sharpe
0.79
Sortino
1.13
Acquirer's Multiple
CAGR
19.8%
Return
2197.3%
Drawdown
65.4%
Turnover
240%
Sharpe
0.82
Sortino
1.18
Dividend
CAGR
23.9%
Return
3999.4%
Drawdown
51.1%
Turnover
284%
Sharpe
1.07
Sortino
1.55
Anatomy of a Strategy - 10 Minute Valuation Review
CAGR
4.2%
Return
36.4%
Drawdown
32.9%
Turnover
264%
Sharpe
0.32
Sortino
0.45
Lino Patti's 10 Minute Valuation
CAGR
15.6%
Return
1150.8%
Drawdown
59.3%
Turnover
282%
Sharpe
0.71
Sortino
1.03
Building a Value Strategy
CAGR
13.5%
Return
815.0%
Drawdown
67.9%
Turnover
217%
Sharpe
0.75
Sortino
1.10
Building a Dividend Strategy (Part 2)
CAGR
18.9%
Return
1930.2%
Drawdown
64.1%
Turnover
75%
Sharpe
1.09
Sortino
1.60
How to build a dividend portfolio
CAGR
15.3%
Return
1100.0%
Drawdown
55.5%
Turnover
76%
Sharpe
0.91
Sortino
1.31
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