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 | Benchmark | Returns Start | Returns End | Policy Algorithm |
Rebalancing Interval |
Number of Assets | Backtest Error |
|---|---|---|---|---|---|---|---|
| Credit Factor | SPDR S&P 500 ETF Trust (SPY) | 2007-05-31 | 2024-04-25 | Constant Weights | Daily | 3 | |
| Duration Factor | SPDR S&P 500 ETF Trust (SPY) | 2002-07-29 | 2024-04-26 | Constant Weights | Daily | 1 | |
| Emerging (Developed) Factor | SPDR S&P 500 ETF Trust (SPY) | 2017-03-24 | 2024-04-25 | Constant Weights | Daily | 3 | |
| High Beta (Low Beta) | SPDR S&P 500 ETF Trust (SPY) | 2011-05-06 | 2024-04-25 | Constant Weights | Daily | 3 | |
| Inflation Factor | SPDR S&P 500 ETF Trust (SPY) | 2007-05-31 | 2024-04-25 | Constant Weights | Daily | 3 | |
| Market Factor | SPDR S&P 500 ETF Trust (SPY) | 2008-03-31 | 2024-04-26 | Constant Weights | Daily | 1 | |
| Risk Free | SPDR S&P 500 ETF Trust (SPY) | 2007-05-31 | 2024-04-25 | Constant Weights | Daily | 1 | |
| Size Factor | SPDR S&P 500 ETF Trust (SPY) | 2007-05-31 | 2024-04-25 | Constant Weights | Daily | 3 | |
| Style Factor | SPDR S&P 500 ETF Trust (SPY) | 2007-05-31 | 2024-04-25 | Constant Weights | Daily | 3 | |
| U.S. Tilt (Non U.S.) | SPDR S&P 500 ETF Trust (SPY) | 2008-04-01 | 2024-04-25 | Constant Weights | Daily | 3 | |
| Vol Factor | SPDR S&P 500 ETF Trust (SPY) | 2009-02-02 | 2024-04-25 | Constant Weights | Daily | 1 | |
| Vol Term Structure | SPDR S&P 500 ETF Trust (SPY) | 2011-01-05 | 2024-04-25 | Constant Weights | Daily | 3 | |
| Yield Curve Factor | SPDR S&P 500 ETF Trust (SPY) | 2007-05-31 | 2024-04-25 | Constant Weights | Daily | 3 |