US Equity

Objectives

  • Target long term capital appreciation among US Equities.
  • Consistently deliver performance over the S&P 500 Total Return Index.
  • Maximize tax efficiency by having a low portfolio turnover ratio.

Suitability

You have a reasonable investment time horizon (over 5 years) and a medium to high risk tolerance. Consider this strategy if you are seeking an equity strategy that is not focused on tracking an index, but is instead focused on generating alpha in any market environment.

Strategy

In seeking to pursue its investment objective, the portfolio is designed to provide exposure to high quality US companies that consistently generate shareholder wealth, while trading at attractive multiples. This strategy is based on a proprietary multi-factor quantitative model.

Investment Process

  1. Define the investment environment.
  2. Identify all factors generating alpha.
  3. Build a multi-factor ranking system.
  4. Apply additional set of rules and filters.
  5. Build a live portfolio with real money.
  6. Monitor daily and rebalance quarterly.

Free Membership

  • Register to create your account.
  • You will gain partial content access.
  • No credit card required at this step.
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Rebalancing Calendar

  • Monday, February 3rd, 2025
  • Thursday, May 1st, 2025
  • Friday, August 1st, 2025

Portfolio Manager

Francois Soto, CFA, MBA, FRM, CIM

With more than 15 years of experience in the financial services industry, Francois brings extensive background and innovation in the field of quantitative finance to the firm. He holds both a BBA and MBA from HEC Montreal.

  • P: (514) 700-1989
  • E: info@factorbased.com


A few notes about performance:

  1. All posted total returns are gross of management fees.
  2. Transaction costs and slippage are taken into consideration.
  3. Track record began on 09/2017. Returns prior are simulated.
Weekly Rankings as of December 16th, 2024 | Next Update: Monday 12pm



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