RMI Japan

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 is the selection of 20 stocks from the respective Universe with an average holding period of 32 days.

Since Jan 2013, ORMI Nikkei Extreme has outperformed the Nikkei 225. ORMI has a marginal lower volatility compared to Nikkei at 24%.

ORMI Active 20 is an absolute return Index and can go cash. The model was running 100% cash from 2008 and has started reallocating in 2013. The model is still 50% cash. ORMI Nikkei Active delivered an average annualized returns at 2% compared to -1% for Nikkei 225. ORMI registered half of the annualized average volatility at 12.30%.

To download the latest report please visit EconoHistory.com
For knowing more about ORMI Indices mail us for details or contact a sales representative.

Presentations and Primers: ORMI Indices and Analytics
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