Why should you invest in this smallcase?
The Calm Investor Portfolio is based on the principles explained in "Quantitative Momentum" by Jack Vogel and Wes Gray. The underlying construct:
- Picks up to 20 stocks from the top 200 stocks by market cap, selected based on trailing return and quality of momentum
- Review portfolio monthly, and rebalance at least quarterly
- If enough opportunities are not identified, stay in cash
Note that backtests show momentum outperforms in general market uptrends and underperforms other strategies in sideways or downward trending markets.
Past Performance vs
Mar 1, 2013
Note: Past performance graph includes changes due to rebalance, events like stock splits & mergers. Also, past performance doesn't guarantee future returns