Outperformance RMI Active 10 is up 80% for the year. This is not only a stellar performance for a system driven active model but also the RMI outperformed the underlying benchmark by 30%. This is the largest margin of outperformance for RMI Active India 10 since 2005. Historical Relative Performance Though historically RMI has outperformed […]
The new RMI Global Industrials Active Growth 30 portfolio is built from the investment universe consisting of industrials common stock from across the globe. Industrials companies from USA, Canada, Australia, UK, Europe, India, Japan, Indonesia, Brazil, China, Korea and Taiwan are considered and a 30 stock active styled portfolio is constructed. The active portfolio has a strong […]
Like other anomalies, I remember the year ending in ‘5’ anomaly of 2005. The “anomaly” was that year ending in ‘5’ tend to be positive. It was last trading day which nudged the year to positivity. I think it was 31 Dec, which moved up 67 points and put the otherwise sideways year into glory. […]
Letting it run. India’s lack of performance was in the news all this year. Hence RMI India’s model portfolios had to face the heat themselves. What will happen? Will RMI India 30 do well? Is it a low correlation year for it? Will this be an underperforming year? Will it conserve cash atleast? We listened […]
For all those who believe there is no holy grail, in global markets there is one, it’s beating the S&P500. You beat it, you prove it, and you have challenged the holy grail. It’s the most popular benchmark, with the most history, with the most assets under management. There are more than 10 ETFs based […]
The Worst 20 style is about selecting the worst 20 percentile components from the Universe, which is ATX Prime here. This is a 6 month rebalanced portfolio and is more about worst outperforming the best and the universe. This style is not a cash conserving absolute return model, but about beating its respective peer universe. The […]
ORMI Austria Extreme Reversion ATX PRIME. Orpheus Risk Management Index, EXTREME REVERSION style selects and allocates proportionally more to the negative outliers and less to the best performers in a Universe. ORMI Austria Extreme Reversion invests in all the ATX PRIME 37 components. The ORMI is up 24.88% from September, 2008 compared to 10% for […]
We are pleased to launch the ORMI Japan with two ORMI Indices; the ORMI Nikkei Extreme Reversion and ORMI Nikkei Active 20. The Extreme Reversion is the passive ORMI which invests in all the 225 stocks of Nikkei and holds all the 225 components for a year. On the other hand ORMI Japan Active 20 […]
We are pleased to launch the ORMI UK with two ORMI Indices; the ORMI UK Extreme Reversion and ORMI UK Active 20 (The New Active). The Extreme Reversion is the passive ORMI which invests in all the 100 stocks of FTSE and holds all the 100 components for 18 months. On the other hand ORMI […]