HIGH RETURN MODELS

High Return is Good!
by SS Lee
PBR + GP/E
CAGR
58.41%
MDD
-57.40%
Sharpe
8.24
Small Cap
Unprofit O
Liquid
Dilution O
☆  5
저평가팩터주
by 이우현
PBR + EV/Sales + GP/E + more
CAGR
39.40%
MDD
-43.38%
Sharpe
6.08
Small Cap
Unprofit O
Illiquid
Dilution O
☆  0
자산회전율 GP/A 소형주
by 민영주
GP/A + Asset Turnover
CAGR
35.21%
MDD
-18.93%
Sharpe
7.01
Small Cap
Unprofit O
Illiquid
Dilution O
☆  6
High return first
by Yoda
High risk, high return. Be aware that this model contains low liquid stocks.
CAGR
34.77%
MDD
-53.92%
Sharpe
4.28
Small Cap
Unprofit O
Illiquid
Dilution O
☆  7
PBR GP/A
by 민영주
PBR + GP/A
CAGR
32.69%
MDD
-39.63%
Sharpe
4.57
Small Cap
Unprofit O
Illiquid
Dilution O
☆  3
For informational purpose only.