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Buffett
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Annual Performance
98*99000102030405060708091011121314**
Model (%) N/A9195-33926324-5-356623917474
Benchmark (%) N/A20-10-12-2228115165-3726152163214
Excess (%) N/A-112917191115-28-1023987115-10
* Inception Date: 01/02/1999  ** End Date: 09/16/2014
% Max Drawdown / % Cash Invested
Risk Measurements Combined Trailing 3 Year
  Model SPDR S&P 500 ETF Trust   Model SPDR S&P 500 ETF Trust
Annualized Return 13.46% 4.98%   23.40% 20.85%
Max Drawdown -60.72% -55.19%   -13.68% -9.69%
Standard Deviation 23.76% 20.43%   17.68% 13.77%
Sharpe Ratio 0.40 0.05   1.20 1.33
Sortino Ratio 0.53 0.07   1.76 1.80
Correlation with SPDR S&P 500 ETF Trust 0.83 -   0.88 -
R-Squared 0.68 -   0.78 -
Beta 0.96 -   1.14 -
Alpha (annualized) 8.22% -   0.47% -
Designer mgerstein Subs 98
Launch 02/01/13 Cost FREE
Rebalance 08/25/14
Last viewed by Designer  Last 30 Days
This is a model inspired by the philosophy of Warren Buffett. While much of what he actually does is based on his personal skill and judgment and cannot be replicated in a model, we can and have built a model that is guided by three important ideas that characterize his approach: fair valuation, solid company fundamentals and reasonable consistency. The portfolio holds approximately 20 stocks and is rebalanced every four weeks.To be eligible for consideration, stocks must pass these conditions:
  • Pass liquidity tests
  • Market cap between of at least $250M
  • Industry does not exceed 25% of total
  • Not be in an industry whose financial characteristics we deem incompatible with fundamental screening and ranking
  • Meet various test relating to financial strength, return on capital and consistency of performance.
The top ranked stocks are picked using a ranking system based on valuation, growth and earnings quality.
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DISCLOSURE: The content provided in Portfolio123's website and emails is for information purposes only. It does not constitute an offer or an invitation to subscribe for or purchase securities nor an investment recommendation. Portfolio123's Models represent hypothetical or simulated performance, not actual trading. Since the trades have not actually been executed, the results may have under-or-over compensated for the impact of certain market factors, such as liquidity. Remember that past returns are no guarantee of future returns
Designer mgerstein Subs 98
Launch 02/01/13 Cost FREE
Rebalance 08/25/14
Last viewed by Designer  Last 30 Days
This is a model inspired by the philosophy of Warren Buffett. While much of what he actually does is based on his personal skill and judgment and cannot be replicated in a model, we can and have built a model that is guided by three important ideas that characterize his approach: fair valuation, solid company fundamentals and reasonable consistency. The portfolio holds approximately 20 stocks and is rebalanced every four weeks.To be eligible for consideration, stocks must pass these conditions:
  • Pass liquidity tests
  • Market cap between of at least $250M
  • Industry does not exceed 25% of total
  • Not be in an industry whose financial characteristics we deem incompatible with fundamental screening and ranking
  • Meet various test relating to financial strength, return on capital and consistency of performance.
The top ranked stocks are picked using a ranking system based on valuation, growth and earnings quality.
Key Stats GLOSSARY ?
Annualized Return Model Bench Excess
Combined 13.46% 4.98% 8.48%
Launch 23.53% 22.00% 1.53%
Alpha 8.22%
% Invested 99.90%
Rebalance Frequency 4 Weeks
Last Rebalance Date 08/25/14
Days Since Launch 593
Holdings 20
Average Annual Yield 1.18%
Slippage Variable
Liquidity Stats GLOSSARY ?
Liquidity
(bottom 20%)
$1,475,274
Min Stock Price (at purchase) $4.52
Max Profit Contribution Single Stock 5.40%

Trading Stats
Trading Costs / Curr Mkt Value 7.98%
Average Days Held 85
Annualized Turnover 411.80%
Average Return 3.49%
Average Return Winners 12.84%
Average Return Losers -11.52%
Winners 61.60%
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