2003 Portfolio Valuation 
Validea
NOVEMBER 2, 2024
Beyond Cheap: Quality Matters While valuation was crucial, Dreman wasn’t interested in just any cheap stock. A 10-stock portfolio based on his criteria returned 79.2% over five years from 2003-2008, nearly quadrupling the S&P 500’s gain. The portfolio maintained a beta of roughly 1.0,
The Big Picture
MAY 9, 2023
And then in about 2003, we set up a group called the European Special Situations Group, which was a multi-asset class proprietary investing business. But what was interesting about that was the quick need to both separate the portfolio between the old stuff and the new stuff, because there were a lot of new investment opportunities.
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Walkner Condon Financial Advisors
FEBRUARY 6, 2024
As these tables can take a while to be published or readily available, let’s for now break the past twenty years of available market data into two 10-year periods: 2003-2012 and 2013-2022. In the more recent decade not including 2023 (2003-2012), U.S. During the 2003-2012 period, U.S. Large Cap, Developed ex-U.S.
The Big Picture
AUGUST 20, 2024
And so in the 1990s, I developed the, the late 1980s, early 1990s, I developed a skillset around valuation, in particular discounted cash flow or residual income type models, along with a couple of peers out of the consulting industry. Initially I joined to help them manage their equity portfolio. She was based out in Los Angeles.
Brown Advisory
AUGUST 25, 2017
Companies generating ROIC of 25%+ in 2003 sustained that level a decade later 83 percent of the time. As seen below, companies generating high ROIC in 2003 were still still generating high ROIC in2013 in 83% of instances." as featured in the book, “Valuation: Measuring and Managing the Value of Companies, University Edition."
Brown Advisory
AUGUST 25, 2017
Companies generating ROIC of 25%+ in 2003 sustained that level a decade later 83 percent of the time. As seen below, companies generating high ROIC in 2003 were still still generating high ROIC in2013 in 83% of instances." as featured in the book, “Valuation: Measuring and Managing the Value of Companies, University Edition."
Validea
JANUARY 4, 2023
We’ve been running quantitative model portfolios since 2003. While many of our models were launched after that, our initial set of guru models actually went live in July of 2003, so this year we’ll hit the 20-year mark in terms of running systematic investment strategies. Guru Model Portfolios. in 2022 vs. a 19.4%
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