qmj

Asness-Frazzini-Pedersen (2019) Rev. of Acc. Studies — Quality Minus Junk: Profitability + Growth + Safety + Payout

Rolling Sharpe

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90-day rolling window

Drawdown

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peak-to-trough

Win Rate

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0 fires · weight 0.00×

Current Status

State

Ensemble Weight—

Fires (90d)0

Last fired—

Methodology

Asness-Frazzini-Pedersen (2019) Rev. of Acc. Studies — Quality Minus Junk: Profitability + Growth + Safety + Payout

Supported Markets

JP StockUS Stock

State Transition History

No state changes recorded yet