Value and Momentum Worldwide USD



  • +55.6 %
    since 2020-02-11
  • +54.5 %
    1 Year
  • +43.1 %
    Ø-Performance per year
All fees have already been deducted


  • -8.4 %
    Maximum loss (to date)
  • 0.61×
    Risk factor
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Trading Idea

The combination of value and momentum factors has been proven to outperform the market return for a diversified portfolio. Therefore, this portfolio shall be built using value and momentum factors.

For the portfolio construction, I plan to apply a three-step analysis to filter out those companies with the best risk-return ratio from the global investment universe. The analysis and selection process shall be as follows:

Value Factor:
Finding the 10% companies with the strongest undervaluation based on carefully selected value metrics.

Quality factor:
Filtering the companies with very good fundamentals.

Momentum factor:
Selecting those stocks with the highest price momentum.

This approach was developed based on the "Trending Value Strategy" by James O'Shaughnessy and additionally refined with the quality factor to counteract the classic "Value Trap".

The strategy provides for a predominantly long-term investment horizon. show more

Master data

Date created
Index level
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Investment Universe


Olivier Estoppey
Registered since 2017-12-28

Decision making

  • Fundamental analysis