These are the RMI equity models for UK, US, Europe, India and Canada. The RMI Smart Beta performance is based on a similar risk, similar turnover and low tracking error to the underlying benchmark. All the RMI Models have a starting point in Jan 2010.
Our current RMI® models cover the component stocks from the US 500, Canada 350, UK 100 and Europe 50. Two RMI models are listed on NASDAQ and 15 RMI models are listed on Bloomberg (ORMI <GO>). RMI Canada 15 is the only Active model, which selects 15 stocks from the TSX 350 universe. All the […]
These are some of the RMI Indices listed on Bloomberg. The models delivered average annualized excess returns of 4% on a risk weighted basis. RMI Europe Growth 50 was the top outperformer delivering annualized excess returns of 6.7% at a negative excess volatility of 1.4%. RMI Europe Growth 50 vs. STOXX 50 RMI Europe Value 50 […]
Symbol: Verizon Sector: Telecommunication ORMI: RMI™ US 10 Active (Jan 2014) Status: Exit Type: Stop Remarks: Though the stock has made a Stop exit, the Jiseki Cycle is still positive. The stock entered Value Rankings i.e. bottom 20% performers among the US 500 Universe starting July 2014. Orpheus RMI™ duration studies suggest an average of […]
Nasdaq Orpheus RMI has outperformed all its peers in 2015. The RMI beat the Nasdaq Composite, Nasdaq 100 and S&P500 by 10.92%, 1.61%, 10.21% respectively. We are looking forward to go live on Bloomberg starting Jan 2016. Looking forward to showcase the RMI methodology and deliver risk-weighted excess returns for our clients.
Dacian Jurj dacian.jurj@orpheusindices.com Do you run an active model or your allocation is with a money manager who manages your money actively? Are you cash? Since when are you cash? How much of your model is cash? If you don’t have a clue of what I am talking about. Let me explain. Active models […]
These are the performance numbers of the NASDAQ Orpheus RMI US Value Growth 20, Year to Date vs. NASDAQ Benchmark, NASDAQ 100 and S&P 100. Our claim that combining Value and Growth is the smarter Beta approach, is in its first year of validation. The RMI has outperformed the NASDAQ benchmark, NASDAQ 100, S&P 100 by 9.66%, 3.28% […]
With the end of 2014 A.D, RMI India models marked another year of delivering higher returns along with less transactions and lower risk. RMI India Active IFTY 5 delivered an absolute return of 114.51% for the year against 33.35% of that of the benchmark. RMI India Active 10 and RMI India Active Growth 10, the […]
Style India Growth 20 is a passive model with an average holding period of 12 months that is rebalanced once after 6 months. The model selects the top 20 growth components from among the mid-large cap universe and operate with an aim to maximize return through selecting the top winners of the market. RMI Growth […]
RMI Reversion Europe 50 is a passive model that follows the trend of the market and does not go cash. If judging performance for an active strategy when the markets are trended is hard and beating the market is tough, doing so for a passive strategy would seem almost impossible. Still RMI Reversion Europe 50 outperformed […]