Subject: Re: Low Vol Screen Using NAS100
Using the 8 best performing Vanguard country funds rebalanced every 6 months by 6 month momentum outperforms a world index over 10, 20, and 30 years; $100 invested in the LMMS compounded at its
annualized return would turn into $342 (T10), $1,171 (T20), and $4,007 (T30), which amount to
nearly 28%, 64%, and 110% more than the same $100 invested in the World benchmark. With a higher risk-adjusted return also.

https://papers.ssrn.com/sol3/p...