Book/Market Investor

Based on the book by Joseph Piotroski

Since 2010, this portfolio has returned 16.6%, underperforming the market by 21.8%.

Book/Market

TSX

This value-quant strategy screens for high book-to-market stocks, and then separates out financially sound firms by looking at a host of improving financial criteria.

Annual Return: 2.0% TSX: 4.2%

Year To Date: -6.0% TSX: 0.8%

Beta: 1.32 Accuracy: 51.0%

Full Return History

Portfolio Holdings

Ticker	Company	Date Added	Return
MEG	MEG ENERGY CORP.	4/6/2018	87.50%
BAM.A	BROOKFIELD ASSET MANAGEMENT INC.	4/6/2018	11.30%
CPG	CRESCENT POINT ENERGY CORP.	3/9/2018	4.46%

All-Time Top Performers

Validea subscribers got advance notice on these remarkable stock moves.

Tickers with ** denote stocks that no longer trade due to a corporate action, such as a buyout or merger.

Ticker	Company	Days Held	Return
EDV	ENDEAVOUR MINING CORPORATION	140	153.52%
**	PETROBAKKEN ENERGY LTD.	56	72.59%
CG	CENTERRA GOLD INC.	28	60.90%
**	PERFORMANCE SPORTS GROUP LTD.	28	59.45%
**	PETROMINERALES LTD.	28	53.75%

Ticker

Company

Days Held

Return

EDV

ENDEAVOUR MINING CORPORATION

140

153.52%

PETROBAKKEN ENERGY LTD.

72.59%

CENTERRA GOLD INC.

60.90%

PERFORMANCE SPORTS GROUP LTD.

59.45%

PETROMINERALES LTD.

53.75%

Year	Portfolio	TSX
2010	18.0%	13.9%
2011	-37.2%	-11.1%
2012	32.4%	4.0%
2013	-13.3%	9.6%
2014	23.6%	7.4%

Year	Portfolio	TSX
2015	-41.6%	-11.1%
2016	40.6%	17.5%
2017	43.8%	6.0%
2018 YTD	-6.0%	0.8%