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Minimum Volatility Stocks: 1 year Out-Of-Sample Performance of iM’s Best12(USMV) Models

Posted on Jun 19, 2015 by Anton Vrba — 4 Comments ↓
  • Portfolios of the 12 top ranked stocks of the iShares MSCI USA Minimum Volatility ETF provided much higher 1-year returns than the ETF.
  • For the period 6/30/14 to 6/18/15, our Best12(USMV)Q3-Investor, a 1-year buy&hold portfolio, returned 26.0%,
  • The Best12(USMV)-Trader, re-balanced every 2 weeks, returned 29.3%,
  • iShares MSCI USA Minimum Volatility ETF USMV returned 13.3% for the same period..
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