Book/Market Investor

Based on the book by Joseph Piotroski

Since 2010, this portfolio has returned 20.7%, underperforming the market by 17.7%.

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: 2.4% TSX: 4.1%

Year To Date: -2.7% TSX: 0.8%

Beta: 1.31 Accuracy: 51.2%

Full Return History

Portfolio Holdings

Ticker	Company	Date Added	Return
BAM.A	BROOKFIELD ASSET MANAGEMENT INC.	4/6/2018	15.50%
CAS	CASCADES INC.	6/1/2018	6.76%
BEP.UN	BROOKFIELD RENEWABLE ENERGY PARTNERS LP	6/1/2018	1.52%

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%
MEG	MEG ENERGY CORP.	84	110.77%
**	PETROBAKKEN ENERGY LTD.	56	72.59%
CG	CENTERRA GOLD INC.	28	60.90%
**	PERFORMANCE SPORTS GROUP LTD.	28	59.45%

Ticker

Company

Days Held

Return

EDV

ENDEAVOUR MINING CORPORATION

140

153.52%

MEG

MEG ENERGY CORP.

110.77%

PETROBAKKEN ENERGY LTD.

72.59%

CENTERRA GOLD INC.

60.90%

PERFORMANCE SPORTS GROUP LTD.

59.45%

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	-2.7%	0.8%