In each guru screen’s page, you can find four major categories of information:
In Description, you can find the guru screen’s background information.
In Rules, you can find the specific stock picking strategy for the corresponding guru screen. In each screen, we first decide the universe so that we can filter stocks in a specific market and industry. Then we apply screen filters. The glossary of filters can be found in the filters section. After it, we rank all the results according to certain orders. Finally, we decide the way of portfolio management.
- Risk metrics
Benchmark return: is the return of broad market index in the corresponding period. We usually use S&P 500 as US market’s broad market index.
Max Drawdown: is the maximum peak-to-trough decline of this strategy.
Alpha is the excess returns of the strategy relative to the return of a benchmark index.
Beta: is the tendency of the strategy’s returns to respond to the swings in the market.
Information: are the excess returns and the consistency of the strategy relative to the return of a benchmark index,
Sortino: is the risk-adjusted return of the strategy as measured by downside risk.
Sharpe: is the risk-adjusted return of the strategy as measured by standard deviation.
Volatility is the standard deviation of returns of the strategy.
- Last holdings
Last holdings list all the stocks fit the screen criteria. It is updated on a daily basis.