Large-Cap Value Portfolio Performance

Portfolio Description

This portfolio targets undervalued, mean-reverting stocks. Investors maintain exposure to the model’s top 15 S&P 500 constituents by trading in and out of the model’s recommendations on a monthly basis. The average holding period is ~3 months.

Total Return

Artificial Alpha’s Large-Cap Value Portfolio is built to outperform the S&P 500 (after fees).

Advanced Metrics

Artificial Alpha’s Large-Cap Value Portfolio is not built to lower volatility, but it is still designed for better risk-adjusted performance than the S&P 500 (after fees).