RMI beats STOXX 50
The RMI EUROPE 50 is rebalanced twice a year and has delivered 5.7% annualized from Aug 2010 compared to -1.8% for STOXX50. Though ORMI is based on a statistical universality that leads to outperfomance compared to an underlying UNIVERSE (STOXX50 in this case), the current model has delivered an unparalleled feat by beating the STOXX50 every year since 2001. Though rare, the very fact that this performance is backed by a volatility that is half (10.90%) of the STOXX50 volatility (21.7%) only confirms that ORMI methodology is far superior to any available indexing techniques in the market.