The portfolios and factors are user generated and not verified. Portfolio and factor names, specifications, and descriptions do not represent the views of PortfolioTree LLC. Reports are provided for informational purposes only. Use your own judgement and consult a professional before making any investment decisions.
| Name | Returns Start | Returns End | Number of Assets | Return | Risk | Sharpe |
|---|---|---|---|---|---|---|
| Credit Factor | 2007-05-31 | 2025-02-21 | 3 | 2.48% | 7.78% | 0.21 |
| Duration Factor | 2002-07-29 | 2025-02-21 | 1 | 2.46% | 7.04% | 0.22 |
| Emerging (Developed) Factor | 2017-03-24 | 2025-02-21 | 3 | -0.88% | 11.53% | -0.21 |
| High Beta (Low Beta) | 2011-05-06 | 2025-02-21 | 3 | -2.75% | 11.70% | -0.29 |
| Inflation Factor | 2007-05-31 | 2025-02-21 | 3 | 1.12% | 4.80% | 0.02 |
| Market Factor | 2008-03-31 | 2025-02-21 | 1 | 7.69% | 20.37% | 0.41 |
| Risk Free | 2007-05-31 | 2025-02-21 | 1 | 1.03% | 0.47% | -0.26 |
| Size Factor | 2007-05-31 | 2025-02-21 | 3 | -0.85% | 10.87% | -0.13 |
| Style Factor | 2007-05-31 | 2025-02-21 | 3 | -4.95% | 11.48% | -0.48 |
| U.S. Tilt (Non U.S.) | 2008-04-01 | 2025-02-21 | 3 | 7.92% | 10.22% | 0.68 |
| Vol Factor | 2009-02-02 | 2025-02-21 | 1 | -48.79% | 68.92% | -0.66 |
| Vol Term Structure | 2011-01-05 | 2025-02-21 | 3 | 5.77% | 14.20% | 0.37 |
| Yield Curve Factor | 2007-05-31 | 2025-02-21 | 3 | -1.87% | 13.13% | -0.17 |