ValuEngine View Strategy

The ValuEngine View Strategy is the product of a sophisticated stock valuation model that was first developed by ValuEngine’s academic research team. It utilizes a three factor approach: fundamental variables such as a company’s trailing 12-month Earnings-Per-Share (EPS), the analyst consensus estimate of the company’s future 12-month EPS, and the 30-year Treasury yield are all used to create a more accurate reflection of a company’s fair value. A total of eleven additional firm specific variables are also used. The ValuEngine View portfolio is constructed by integrating this model along with some basic rules for market capitalization and industry diversification. The portfolio has 16 stocks and is balanced once each month. An equal amount of capital is allocated to each stock.

Performance includes trading costs and management fees already deducted.

Traded Returns* (Inception Date 1/21/2016)
2017 (Jan 1-July 31) 9.70%
2016 (Jan 21-Dec 31) 14.22%
Back-Tested Returns*
2015 -19.43%
2014 10.50%
2013 43.61%
2012 61.26%
2011 -26.19%
2010 25.36%
2009 31.25%

*The information presented herein is for informational purposes only about ValuEngine Capital Management’s investment strategy and is not intended as a solicitation to invest. The back tested performance information presented within these materials represents back tested performance results assuming the investment program, ValuEngine View, was in effect from January 2009 through January 2016. ValuEngine Capital Management did not offer the View as an investment strategy until January 21, 2016. Back-tested performance results are provided solely for informational purposes and are not to be considered as investment advice. Back-tested performance results are hypothetical, prepared with the benefit of hindsight, and have inherent limitations as to their use and relevance. For example, they ignore certain factors such as trade timing, security liquidity, and the fact that economic and market conditions in the future may differ significantly from those in the past. Traded returns presented are based on client managed account performance and are net of management fees and trading commissions. Back-tested returns are gross of fees. Past performance is no indication or guarantee of future results. Please see disclosures for additional details.