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GARP Factor

Growth at a reasonable price — Peter Lynch's PEG-disciplined playbook.

Formula

GARP = Z(盈利增速) - Z(PE) + Z(ROE稳定性)

Annualized return

6.79%

Sharpe ratio

0.47

Max drawdown

-21.04%

Total return

92.95%

Cumulative performance（2016-09 … 2026-08）

2016 -6.7%2017 -0.6%2018 -4.0%2019 +8.5%2020 +23.5%2021 +7.4%2022 +22.7%2023 -5.9%2024 +9.9%2025 +6.5%2026 +11.2%

#	Ticker	Company	Score
1	DELL	Dell Technologies	11.589
2	FCX	Freeport-McMoRan	7.739
3	FRT	Federal Realty	6.026
4	SPG	Simon Property Group	4.260
5	FE	FirstEnergy	4.030
6	CVX	Chevron	3.399
7	SYK	Stryker	3.243
8	EXC	Exelon	3.052
9	MAA	Mid-America Apartment	2.941
10	AMT	American Tower	2.659
11	WEC	WEC Energy	2.536
12	VICI	VICI Properties	2.422
13	PSA	Public Storage	2.419
14	STT	State Street	2.210
15	MPC	Marathon Petroleum	2.186
16	AEP	American Electric Power	2.151
17	REG	Regency Centers	2.095
18	WFC	Wells Fargo	2.035
19	LOW	Lowe's	1.772
20	AXP	American Express	1.651
21	NUE	Nucor	1.572
22	CARR	Carrier Global	1.542
23	EQIX	Equinix	1.438
24	USB	U.S. Bancorp	1.415
25	PCG	PG&E	1.409
26	WELL	Welltower	1.391
27	PEG	Public Service Enterprise	1.339
28	ES	Eversource Energy	1.334
29	KIM	Kimco Realty	1.306
30	TRV	Travelers	1.204

Holdings computed by the exact formula above at the latest month-end observation on the deterministic research panel (2026-08).

Exports include formulas, performance statistics, the 120-month series and current holdings — everything needed to replicate results locally.