The Lion Portfolio is a quantitative all-cap Value & Momentum portfolio. This systematic, algo-based portfolio consists of 50 long-only holdings: 30 value stocks (60% of the portfolio value) + 20 momentum stocks (40% of the portfolio value). The Lion portfolio holds liquid Stocks with Market cap of $200M and above. It enjoys low asset turnover of ~30%, achieved through sophisticated methods.
Attributes of the Lion Portfolio:
- Diversified – minimizes risk and volatility through holding 50 stock holdings
- High Return Potential over the long-term – utilized Value and Momentum factors
- Low Cost – holds stocks directly, so NO management fees
- Low Maintenance – rebalance only twice per year
- Low Asset Turnover – contributing to low transaction costs and low tax liability
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