[{"date":"2006-12-31","value":1000,"return":0,"stats":{"startdate":"2006-12-31","enddate":"2024-05-20","description":"Strategy Overview:\nThe Alpha Vee US Mega Cap strategy uses a systematic rules-based institutional caliber approach that seeks improved performance of the mega cap segment of the US equity universe. This model includes the top 15 graded securities based on a combination of fundamental factors. Provides a convenient way to get diversified exposure to the largest U.S. stocks representing approximately the top 70% of market capitalization.\n\nStrategy Philosophy:\nThe strategy seeks to select top graded mega cap companies with stable revenue and net income growth, low leverage and attractive momentum. The companies selected typically have good fundamental results in all economic regimes and are favored for investors most of the time. In downturn periods, companies in this index are expected to perform better than the benchmark.\n\nPortfolio Construction from an Investment Thesis Point of View: \nThis strategy selects approximately 15 equity positions with market cap greater than $50B. The stocks selected are those that meet eligibility requirements and have the best combined score in terms of stable revenue and income growth factors as well as low leverage and attractive momentum factors. Stocks are weighted by free-float market capitalization. The model is re-balanced every 3 months.","retytd":9.61,"cagra":12.66,"cagrbm":10.04,"cagralpha":2.62,"beta":0.95,"downcapture":88.31,"upcapture":102.26,"turnover":110.96,"trackerr":8.27,"sd":17.08,"sdy":27.72,"sharpe":0.71,"sortino":1.04,"maxdecl":-42.17,"correl":0.88,"var95":-7.5,"var99":-10.26,"divyield":1.18}},{"date":"2007-01-31","value":997,"return":9970},{"date":"2007-02-28","value":957,"return":9574},{"date":"2007-03-31","value":974,"return":9737},{"date":"2007-04-30","value":1021,"return":10207},{"date":"2007-05-31","value":1069,"return":10689},{"date":"2007-06-30","value":1078,"return":10775},{"date":"2007-07-31","value":1087,"return":10865},{"date":"2007-08-31","value":1114,"return":11138},{"date":"2007-09-30","value":1189,"return":11894},{"date":"2007-10-31","value":1216,"return":12156},{"date":"2007-11-30","value":1184,"return":11841},{"date":"2007-12-31","value":1210,"return":12101},{"date":"2008-01-31","value":1090,"return":10898},{"date":"2008-02-29","value":1058,"return":10578},{"date":"2008-03-31","value":1055,"return":10547},{"date":"2008-04-30","value":1115,"return":11147},{"date":"2008-05-31","value":1141,"return":11412},{"date":"2008-06-30","value":1072,"return":10723},{"date":"2008-07-31","value":1068,"return":10675},{"date":"2008-08-31","value":1102,"return":11024},{"date":"2008-09-30","value":1017,"return":10166},{"date":"2008-10-31","value":879,"return":8791},{"date":"2008-11-30","value":813,"return":8131},{"date":"2008-12-31","value":803,"return":8032},{"date":"2009-01-31","value":750,"return":7496},{"date":"2009-02-28","value":703,"return":7029},{"date":"2009-03-31","value":760,"return":7598},{"date":"2009-04-30","value":800,"return":7995},{"date":"2009-05-31","value":823,"return":8230},{"date":"2009-06-30","value":852,"return":8521},{"date":"2009-07-31","value":904,"return":9034},{"date":"2009-08-31","value":914,"return":9144},{"date":"2009-09-30","value":948,"return":9481},{"date":"2009-10-31","value":960,"return":9599},{"date":"2009-11-30","value":1017,"return":10170},{"date":"2009-12-31","value":1048,"return":10477},{"date":"2010-01-31","value":976,"return":9759},{"date":"2010-02-28","value":993,"return":9930},{"date":"2010-03-31","value":1045,"return":10444},{"date":"2010-04-30","value":1042,"return":10424},{"date":"2010-05-31","value":975,"return":9752},{"date":"2010-06-30","value":936,"return":9364},{"date":"2010-07-31","value":988,"return":9876},{"date":"2010-08-31","value":954,"return":9535},{"date":"2010-09-30","value":1039,"return":10394},{"date":"2010-10-31","value":1086,"return":10856},{"date":"2010-11-30","value":1063,"return":10631},{"date":"2010-12-31","value":1126,"return":11256},{"date":"2011-01-31","value":1134,"return":11335},{"date":"2011-02-28","value":1153,"return":11525},{"date":"2011-03-31","value":1149,"return":11489},{"date":"2011-04-30","value":1178,"return":11776},{"date":"2011-05-31","value":1170,"return":11694},{"date":"2011-06-30","value":1156,"return":11560},{"date":"2011-07-31","value":1206,"return":12058},{"date":"2011-08-31","value":1167,"return":11671},{"date":"2011-09-30","value":1137,"return":11366},{"date":"2011-10-31","value":1223,"return":12230},{"date":"2011-11-30","value":1210,"return":12098},{"date":"2011-12-31","value":1245,"return":12453},{"date":"2012-01-31","value":1307,"return":13065},{"date":"2012-02-29","value":1392,"return":13924},{"date":"2012-03-31","value":1466,"return":14660},{"date":"2012-04-30","value":1452,"return":14515},{"date":"2012-05-31","value":1393,"return":13933},{"date":"2012-06-30","value":1448,"return":14481},{"date":"2012-07-31","value":1478,"return":14774},{"date":"2012-08-31","value":1544,"return":15437},{"date":"2012-09-30","value":1570,"return":15699},{"date":"2012-10-31","value":1486,"return":14863},{"date":"2012-11-30","value":1494,"return":14943},{"date":"2012-12-31","value":1469,"return":14691},{"date":"2013-01-31","value":1474,"return":14734},{"date":"2013-02-28","value":1484,"return":14836},{"date":"2013-03-31","value":1512,"return":15120},{"date":"2013-04-30","value":1543,"return":15431},{"date":"2013-05-31","value":1589,"return":15885},{"date":"2013-06-30","value":1552,"return":15520},{"date":"2013-07-31","value":1650,"return":16500},{"date":"2013-08-31","value":1628,"return":16274},{"date":"2013-09-30","value":1678,"return":16777},{"date":"2013-10-31","value":1811,"return":18113},{"date":"2013-11-30","value":1905,"return":19044},{"date":"2013-12-31","value":1951,"return":19506},{"date":"2014-01-31","value":1889,"return":18887},{"date":"2014-02-28","value":1985,"return":19846},{"date":"2014-03-31","value":1959,"return":19589},{"date":"2014-04-30","value":1988,"return":19882},{"date":"2014-05-31","value":2095,"return":20954},{"date":"2014-06-30","value":2135,"return":21350},{"date":"2014-07-31","value":2122,"return":21222},{"date":"2014-08-31","value":2202,"return":22015},{"date":"2014-09-30","value":2176,"return":21762},{"date":"2014-10-31","value":2236,"return":22362},{"date":"2014-11-30","value":2274,"return":22739},{"date":"2014-12-31","value":2279,"return":22786},{"date":"2015-01-31","value":2234,"return":22343},{"date":"2015-02-28","value":2384,"return":23839},{"date":"2015-03-31","value":2353,"return":23533},{"date":"2015-04-30","value":2314,"return":23143},{"date":"2015-05-31","value":2336,"return":23364},{"date":"2015-06-30","value":2333,"return":23325},{"date":"2015-07-31","value":2483,"return":24830},{"date":"2015-08-31","value":2333,"return":23333},{"date":"2015-09-30","value":2321,"return":23211},{"date":"2015-10-31","value":2557,"return":25572},{"date":"2015-11-30","value":2547,"return":25468},{"date":"2015-12-31","value":2547,"return":25469},{"date":"2016-01-31","value":2478,"return":24775},{"date":"2016-02-29","value":2435,"return":24352},{"date":"2016-03-31","value":2575,"return":25747},{"date":"2016-04-30","value":2591,"return":25909},{"date":"2016-05-31","value":2603,"return":26028},{"date":"2016-06-30","value":2584,"return":25835},{"date":"2016-07-31","value":2688,"return":26882},{"date":"2016-08-31","value":2707,"return":27071},{"date":"2016-09-30","value":2714,"return":27139},{"date":"2016-10-31","value":2704,"return":27040},{"date":"2016-11-30","value":2690,"return":26903},{"date":"2016-12-31","value":2762,"return":27622},{"date":"2017-01-31","value":2827,"return":28265},{"date":"2017-02-28","value":2917,"return":29171},{"date":"2017-03-31","value":2919,"return":29185},{"date":"2017-04-30","value":3004,"return":30038},{"date":"2017-05-31","value":3037,"return":30370},{"date":"2017-06-30","value":3003,"return":30026},{"date":"2017-07-31","value":3108,"return":31075},{"date":"2017-08-31","value":3102,"return":31022},{"date":"2017-09-30","value":3173,"return":31733},{"date":"2017-10-31","value":3267,"return":32666},{"date":"2017-11-30","value":3321,"return":33206},{"date":"2017-12-31","value":3372,"return":33722},{"date":"2018-01-31","value":3624,"return":36241},{"date":"2018-02-28","value":3440,"return":34396},{"date":"2018-03-31","value":3296,"return":32955},{"date":"2018-04-30","value":3369,"return":33690},{"date":"2018-05-31","value":3599,"return":35985},{"date":"2018-06-30","value":3632,"return":36320},{"date":"2018-07-31","value":3680,"return":36802},{"date":"2018-08-31","value":3822,"return":38215},{"date":"2018-09-30","value":3782,"return":37814},{"date":"2018-10-31","value":3568,"return":35674},{"date":"2018-11-30","value":3645,"return":36448},{"date":"2018-12-31","value":3342,"return":33421},{"date":"2019-01-31","value":3771,"return":37711},{"date":"2019-02-28","value":3798,"return":37979},{"date":"2019-03-31","value":3911,"return":39113},{"date":"2019-04-30","value":4082,"return":40822},{"date":"2019-05-31","value":3840,"return":38397},{"date":"2019-06-30","value":4023,"return":40227},{"date":"2019-07-31","value":4072,"return":40719},{"date":"2019-08-31","value":4012,"return":40120},{"date":"2019-09-30","value":3956,"return":39564},{"date":"2019-10-31","value":4145,"return":41447},{"date":"2019-11-30","value":4333,"return":43330},{"date":"2019-12-31","value":4423,"return":44233},{"date":"2020-01-31","value":4568,"return":45676},{"date":"2020-02-29","value":4273,"return":42731},{"date":"2020-03-31","value":3835,"return":38346},{"date":"2020-04-30","value":4539,"return":45391},{"date":"2020-05-31","value":4810,"return":48099},{"date":"2020-06-30","value":4998,"return":49982},{"date":"2020-07-31","value":5324,"return":53236},{"date":"2020-08-31","value":5848,"return":58481},{"date":"2020-09-30","value":5423,"return":54225},{"date":"2020-10-31","value":5418,"return":54178},{"date":"2020-11-30","value":5791,"return":57911},{"date":"2020-12-31","value":5927,"return":59265},{"date":"2021-01-31","value":5911,"return":59107},{"date":"2021-02-28","value":5981,"return":59806},{"date":"2021-03-31","value":6244,"return":62434},{"date":"2021-04-30","value":6759,"return":67587},{"date":"2021-05-31","value":6771,"return":67713},{"date":"2021-06-30","value":7147,"return":71465},{"date":"2021-07-31","value":7355,"return":73544},{"date":"2021-08-31","value":7803,"return":78025},{"date":"2021-09-30","value":7308,"return":73083},{"date":"2021-10-31","value":8021,"return":80211},{"date":"2021-11-30","value":8084,"return":80835},{"date":"2021-12-31","value":8027,"return":80268},{"date":"2022-01-31","value":7426,"return":74262},{"date":"2022-02-28","value":6855,"return":68549},{"date":"2022-03-31","value":7120,"return":71196},{"date":"2022-04-30","value":6022,"return":60223},{"date":"2022-05-31","value":5834,"return":58341},{"date":"2022-06-30","value":5381,"return":53814},{"date":"2022-07-31","value":6071,"return":60709},{"date":"2022-08-31","value":5722,"return":57215},{"date":"2022-09-30","value":5144,"return":51439},{"date":"2022-10-31","value":4989,"return":49891},{"date":"2022-11-30","value":5311,"return":53114},{"date":"2022-12-31","value":4769,"return":47689},{"date":"2023-01-31","value":5227,"return":52265},{"date":"2023-02-28","value":5192,"return":51915},{"date":"2023-03-31","value":5793,"return":57926},{"date":"2023-04-30","value":5911,"return":59105},{"date":"2023-05-31","value":6542,"return":65416},{"date":"2023-06-30","value":6885,"return":68844},{"date":"2023-07-31","value":6954,"return":69539},{"date":"2023-08-31","value":6830,"return":68301},{"date":"2023-09-30","value":6538,"return":65374},{"date":"2023-10-31","value":6446,"return":64458},{"date":"2023-11-30","value":7098,"return":70984},{"date":"2023-12-31","value":7257,"return":72573},{"date":"2024-01-31","value":7279,"return":72793},{"date":"2024-02-29","value":7622,"return":76214},{"date":"2024-03-31","value":7737,"return":77369},{"date":"2024-04-30","value":7461,"return":74607},{"date":"2024-05-20","value":7955,"return":79550}]