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Factor ETFs For Diversification & Return Improvement

Factor ETFs For Diversification & Return Improvement

We review smart factor ETFs and a momentum portfolio based on these factor ETFs. We argue that major factor ETFs like Quality, Momentum, GARP, Minimum Volatility, Value and Size all have potential to outperform cap-weighted stock indexes such as S&P 500. These ETFs can be effective builindg components for a core portfolio.

Advanced Portfolios Review

Advanced Portfolios Review

We look at our advanced portfolios and show that in the long term, these portfolios have been able to outperform popular asset allocation portfolio, both in terms of returns and risk reduction.

Trends, Factors & Indicators

Trends, Factors & Indicators

We look at several famous lazy portfolios and discuss asset allocations and diversification effect in portfolio construction.