Methodology

This strategy seems to identify conservative, low volatility stocks that have the potential to outperform the market with lower levels of risk. The model is based on High Returns from Low Risk by Pim van Vliet - a European Asset Manager and expert on low volatility investing. Van Vliet's strategy starts by selecting the 1000 largest stocks based on market cap. It then reduces that group further by eliminating the 500 most volatile stocks. The remaining stocks are sorted based on their net payout and their momentum. The end result is a group of low volatility stocks that are focused on returning capital to shareholders and have been performing well relative to the market.

Created by experts at AlphaNiti

...

Our US stacks on Stockal platform have been built to provide investors access to a high-quality combination of stocks which captures mega trends/themes with a single execution facility. We see significant growth in investments in the US market and our US products have a strong competitive edge given our deep on the ground expertise in that market.

Stack CAGR 4.06


Max DD 41.18%


Sharpe Ratio 0.2


Rebalancing Frequency Quarterly

VaR 2.39%

Stacks are pre-configured baskets of stocks & ETFs that you can invest in with a single click

Popular Stacks

US Tech Bluechip Portfolio


The US Tech Bluechip Stack invests in pure Technology Internet companies that are critical to the in...

26.18% 3 year returns

Moderate High Risk

abs

US Tech Bluechip Portfolio


The US Tech Bluechip Stack invests in pure Technology Internet companies th...

-6.4% 3 year returns

Moderate High Risk

abs

Electric Vehicle Portfolio


The Electric Vehicles Stack is composed of companies involved in Electric Vehicle (EVs) technology, ...

16.66% 3 year returns

Moderate High Risk

abs

Electric Vehicle Portfolio


The Electric Vehicles Stack is composed of companies involved in Electric V...

-10.64% 3 year returns

Moderate High Risk

abs

Omniscience AIoT


AIoT Stack sits at the heart of disruptive technology infrastructure (AI, IoT, Cloud, 5G, Big Data, ...

27.35% 1 year returns

High Risk

abs

Omniscience AIoT


AIoT Stack sits at the heart of disruptive technology infrastructure (AI, I...

-1.93% 1 year returns

High Risk

abs

Healthcare Leaders Portfolio


The Healthcare Leaders Portfolio is a thematic play on the medical innovations and therapies being d...

13.49% 1 year returns

High Risk

abs

Healthcare Leaders Portfolio


The Healthcare Leaders Portfolio is a thematic play on the medical innovati...

-5.75% 1 year returns

High Risk

abs

Value Investing Portfolio


The Value Stack invests in undervalued companies with low book value and that show strong future gro...

18.35% 5 year returns

Moderate High Risk

abs

Value Investing Portfolio


The Value Stack invests in undervalued companies with low book value and th...

-4.57% 5 year returns

Moderate High Risk

abs

GlobalX Disruptors Portfolio


The Global X Disruptors Portfolio is unique due to it providing exposure to thematic equity within a...

12.67% 1 year returns

High Risk

abs

GlobalX Disruptors Portfolio


The Global X Disruptors Portfolio is unique due to it providing exposure to...

-9.03% 1 year returns

High Risk

abs
1 year returns

4.06%

-3.68% higher than S&P500

Moderate High Risk