A small UK broker called Johnson Fry has beenrunning 2 unit trusts (mutual fund to our US friends) called Hi5 and Hi10. These funds use the O'Higgins method on the FTSE 30 (or maybe the FTSE 100). They have been running a couple of years and are updated annually. The fund performance is printed in the FT.Although not exactly FF it should be a good basic test.O'Higgins works as well for the UK as for the US. Same logic applies since we have high yielding laggards just like the US.We don't yet have the same management volatilitybut we're getting there.
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