HIGH RETURN MODELS

저평가팩터주
by 이우현
PBR + EV/Sales + GP/E + more
CAGR
38.12%
MDD
-47.28%
Sharpe
4.19
Small Cap
Unprofit O
Illiquid
Dilution O
☆  7
PBR GP/A
by 민영주
PBR + GP/A
CAGR
31.73%
MDD
-43.85%
Sharpe
3.22
Small Cap
Unprofit O
Illiquid
Dilution O
☆  5
Value
by syjung
PBR + GP/A
CAGR
31.45%
MDD
-47.25%
Sharpe
2.54
All Size
Unprofit O
Illiquid
Dilution O
☆  0
High return first
by Yoda
High risk, high return. Be aware that this model contains low liquid stocks.
CAGR
30.03%
MDD
-49.75%
Sharpe
2.93
Small Cap
Unprofit O
Illiquid
Dilution O
☆  9
자산회전율 GP/A 소형주
by 민영주
GP/A + Asset Turnover
CAGR
29.94%
MDD
-24.95%
Sharpe
4.43
Small Cap
Unprofit O
Illiquid
Dilution O
☆  3
For informational purpose only.