JINDEX LEADERBOARD

What Combinations of Investment Factors
Make Your Perfect Strategy?

3

Things You Should Know

What’s a Jindex?

It’s an investable index created by an individual or business to meet specific goals.

It provides a cost-effective, goal-aligned, and high-performance alternative to common ETFs.

How did we get these results?

All returns below are calculated through a back-test:

1- We select a thesis to validate.
2- We write a script that behaves accordingly.
3- We run the test on real market data.

Disclaimer

Past performance or simulations are not a promise of future returns, but you can learn a lot from them 🙂

That said, this is not financial advice.

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Jindex Leaderboard

Pos
Jindex
CAGR
Volatility
Win Rate
Win Average
Loss Average
Sharpe ⬇️
1 Value P/Book Global 26.6% 20.8% 56.0% 0.5% -0.5% 0.87 
2 Value P/Sales Global 26.0% 22% 56% 0.52% -0.01  0.81 
3 Value 50 PPE Global 2009 19.5% 23.4% 57.2% 0.5% -0.4% 0.63 
4 Small Cap 50 Global 19.1% 23% 48% 0.52% -0.55% 0.60 
5 Small Cap 50 USA 18.4% 24% 50% 0.52% -0.54% 0.56 
6 No Dividends Global 14.1% 19% 59% 0.0052 0.00  0.486
7 Value P/CashFlow 25.4% 36% 58% 0.0052 -0.0047 0.48
8 Growth 50 PPE Global 2009 13.1% 20.8% 54.6% 0.5% -0.5% 0.45 
9 Random 50 US 12.3% 19% 0.42 
10 High Dividend Yield Global 10.6% 17% 62% 0.0052 0.00  0.391
11 Small Cap Ex. US 12.6% 31% 46% 0.52% -0.91% 0.37 
12 Growth P/B Global 10.6% 22% 53% 0.52% -0.52% 0.34 
13 Big Cap 50 USA 8.4% 16% 61% 0.52% -0.30% 0.29 
14 S&P500 7.7% 16% 0.27 
15 Big Cap Global Ex. US 7.9% 18% 60% 0.52% -0.68% 0.27 
16 Random 50 Global Ex US 7.6% 17% 0.26 
17 Growth P/CashFlow 7.0% 22% 49% 0.0052 -0.0055 0.23
18 Momentum 50 Global 4.4% 23% 54% 26.83% 0.52% 0.14 
19 Growth P/Sales Global 3.4% 23% 48% 0.01  -0.0058 0.12 

Investors Supporting Investors

Yes! We are real people, come and say hi!

📧 jasper [at ] jaspersdoor [dot] com