The library · Official strategy
Emerging Markets Value
PublicA value screen on emerging-market listings, held at equal weight and rebalanced twice a year. Patience required.
7 filtersEqual WeightsRebalance every 6 mo
Up to date · as of 19 Jul 202616 yrs · since 2010
Backtest
StrategyS&P 500 (benchmark)
201020132016201920222026
Drawdownmin −33.8%
Final value
$23,300
from $10,000 invested
CAGR
+5.4%
vs +9.8% benchmark
Max drawdown
−33.8%
vs −34% benchmark
Sharpe ratio
0.41
volatility 17.9% · 16 yrs
Simulation 2010-01 → 2026-07 · costs included at every rebalanceBacktests show what would have happened — not what will.
Every rule visible
The whole strategy, in the open.
A strategy is a portfolio of models. The rules at both levels are the ones the backtest above runs on.
Emerging Markets ValueRebalance every 1 mo
Open in the appInstruments & Screening
Screeners re-pick the pool at every rebalance
Stocks
Price to BookLowest 30
ROIC> 8%
Allocation
How capital is weighted within it
Equal Weights
Position exits
Auto-close rules on each position
Stop loss · Take profitNot set up
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Fincanva provides no financial advice. Backtests show what would have happened — not what will.