RMI Global Sector ETF

Mukul Pal ·

The latest ORMI Global Sector ETF © Index update carries the equity curve from November, 2007 till date. The Orpheus Risk Management Index (ORMI) is up 81.4% since November, 2007. The S&P 500 is down by 4.4% since then. The ORMI outperformed the S&P 500 by 85.8% (30/11/2007 till date).
Characteristics of Sector ETF’s
1. ORMI Global Sector ETF © Index has given 81.4% returns since 30/11/2007, with annualized returns of 12.65% between 30/11/2007 to 30/11/2012.
2. We construct a portfolio from a group 88 ETF’s.
3. 33 ETF’s (37.5%) have negative returns From 30/11/2007 to 30/11/2012.
4. The average holding period is 50 days.