This study compares alternative weighting strategies with traditional weighting strategies, to identify if investors could receive better risk-adjusted returns on the Swedish stock market. The reason for the emergence of the thesis is based on the criticism and questions raised against the traditional strategies, that they might be ineffective and suboptimal for investors. Previous studies extend our theoretical background where the market price of an asset is not representative of the intrinsic value. Data from listed firms on the Swedish market between 2003 and 2024 have been collected, to compose the Fundamental, Risk-adjusted, and Risk-timing portfolios. Our benchmarks have consisted of value-weighted-, equally weighted-, maximum Sharpe ratioand OMXS-30 portfolios. The empirical result of this study suggests that there is an indication that the portfolio strategies outperform the benchmark portfolios.