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RMI UK

Mukul Pal · August 28, 2013

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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 UK Active 20 is the selection of 20 stocks from the FTSE 300. The average holding period for ORMI UK Active is 39 days.
Since Jan 2013, ORMI UK Extreme Reversion has delivered 13%, ORMI UK Active 20 delivered 28.99% while FTSE 100 delivered 8.7%. The annual volatility for ORMI UK Extreme, ORMI UK Active and FTSE was 18.5%, 11.2% and 20% respectively. The average annualized returns for the last 10 years for ORMI UK Extreme, ORMI UK Active and FTSE 100 were 9.6%, 13.10%, 1.6% respectively.

ORMI UK 2

 

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