Name	Sharpe Ratio	Period of Rebalancing
⭐ Dissecting Investment Strategies in the Cross Section and Time Series	0.8	Monthly
⭐ How Do Factor Premia Vary Over Time? A Century of Evidence	0.8	Monthly
⭐ A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes	0.8	Monthly
⭐ Investing in a Multi-Asset Multi-Factor World	0.8	Monthly
⭐ Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes	0.78	Monthly
⭐ Value and Momentum Everywhere	0.77	Monthly