I have been scanning through Stockopedia’s Screens, looking for interesting shares. What I noticed is that the Winning Growth amp; Income screen, and Robbie Burns Naked Trader screen have exceptionally low volatility and exceptionally high returns. This is apparent just by looking at the chart. If you want to be more quantitative about it, you can look at the maximum draw-down figure. Both are reasonably low.Contrast that with the Greenblatt chart, where the line is basically all over the map. The maximum draw-down is 25.2%.Some extra comments are in order. Although the Greenblatt screen is very volatile, when it rebounds, it tends to do so strongly. Performance has been weak lately, so it may or may not be “due” for a rebound. It’s difficult to tell. Over 6 months the portfolio is down 9.0%, compared with the Footsie of -9.4%. So about par. Over a 3 month period, it is down 6.4%, whilst the Footsie is up 3.0%. Over a 1 year period it is up 4.3%, whilst the Footsie is down 5.2%. It’s difficult to get a handle on when we can expect it to bottom out. Does anyone have any suggestions?But it does lead to an interesting idea:…

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