Performance Analytics
A comprehensive look at V-Rank Alpha's 20-year track record — growth, risk-adjusted returns, benchmark comparison, and year-by-year alpha generation.
Back to PerformanceAvg Annual Return
+17.8%
S&P 500 Avg
+11.5%
Win Rate vs S&P
+55%
Best Year
+85.7%
2009
Positive Years
+77%
17 of 22 yrs
Avg Up Year
+27.8%
when positive
Sharpe Ratio
+0.55
vs 3.5% rf
$1,000,000 Since Inception
V-Rank Alpha
$21.64M
+0% cumulative
S&P 500 (est. 10%/yr)
$7.34M
+0% cumulative
Alpha (Outperformance)
$14.30M
+0% cumulative
Growth of $1,000,000
Portfolio values since inception, February 2005 (values in thousands). S&P 500 estimated at 10% annualized.
- V-Rank Alpha
- S&P 500 (est.)
Annual Return Comparison
Year-by-year performance of V-Rank Alpha versus the S&P 500 benchmark.
- V-Rank Alpha
- S&P 500
Rolling 3-Year Annualized Returns
Trailing 3-year annualized returns showing consistency of outperformance across market cycles.
- V-Rank Alpha
- S&P 500
Year-by-Year Alpha
Annual V-Rank Alpha returns vs S&P 500. The Alpha column (highlighted) shows outperformance each year.
| Year | V-Rank Alpha | S&P 500 | Alpha |
|---|---|---|---|
| 2005 | +21.8% | +4.9% | +16.9% |
| 2006 | +21% | +15.8% | +5.2% |
| 2007 | -14.7% | +5.5% | -20.2% |
| 2008 | +6.2% | -37% | +43.2% |
| 2009 | +85.7% | +26.5% | +59.2% |
| 2010 | +19.6% | +15.1% | +4.5% |
| 2011 | -7% | +2.1% | -9.1% |
| 2012 | +12% | +16% | -4% |
| 2013 | +70.8% | +32.4% | +38.4% |
| 2014 | +8.3% | +13.7% | -5.4% |
| 2015 | -13.1% | +1.4% | -14.5% |
| 2016 | +16.5% | +12% | +4.5% |
| 2017 | +25.4% | +21.8% | +3.6% |
| 2018 | -14.8% | -4.4% | -10.3% |
| 2019 | +17.8% | +31.5% | -13.7% |
| 2020 | +35.7% | +18.4% | +17.3% |
| 2021 | +21.8% | +28.7% | -6.9% |
| 2022 | -32.1% | -18.1% | -14% |
| 2023 | +23% | +26.3% | -3.3% |
| 2024 | +29.4% | +23.3% | +6.1% |
| 2025 | +24% | +12% | +12% |
| 2026 | +34.3% | +5% | +29.3% |
| Cumulative | +391.6% | +252.9% | +138.8% |
How the Strategy Works
V-Rank Alpha uses two proprietary algorithms to rank and select 20–40 securities from the S&P 500 and S&P 400 universes each month. Every position is sized algorithmically. No gut calls. No committee debates. No style drift.
Algorithmic Selection
Two proprietary ranking algorithms score every S&P 500 and S&P 400 constituent each month, removing emotional bias from every decision.
20–40 Concentrated Positions
The highest-ranked securities are selected into a concentrated portfolio, balancing diversification with conviction-level exposure.
Monthly Rebalancing
The portfolio is fully repositioned and rebalanced to equal dollar weights at the start of each investment period — systematic and disciplined.
Large & Mid Cap Universe
By restricting the universe to S&P 500 and S&P 400 members, the strategy maintains liquidity and avoids the volatility of small-cap or speculative names.
Key Takeaways
Exceptional Long-Term Growth
V-Rank Alpha has grown $1M to $21.64M — a 21.6x multiple over 20+ years.
The S&P 500 over the same period reached an estimated $7.34M, less than one-third of V-Rank Alpha's result.
The $14.30M outperformance gap widens every year as compounding accelerates.
Consistent Outperformance
V-Rank Alpha has beaten the S&P 500 in 12 of 22 calendar years — a 55% win rate.
17 of 22 years delivered positive returns, with an average gain of +27.8% in up years.
The Sharpe Ratio of 0.55 reflects strong risk-adjusted returns relative to a 3.5% risk-free rate.
Systematic & Disciplined
Every drawdown in the 20-year history has been followed by full recovery and new portfolio highs — a testament to the strategy's resilience.
Monthly rebalancing and algorithmic security selection remove emotional bias, maintaining discipline through volatile markets.
All performance figures are net of advisory fees. Past performance does not guarantee future results.
Ready to Put Your Capital to Work?
Join investors who have trusted V-Rank Alpha for over two decades of systematic, algorithm-driven growth. Minimum portfolio of $500,000. Schedule a consultation to learn more.
Past performance does not guarantee future results. All investments involve risk including possible loss of principal.