RMI Outperforms Developed World’s Best Markets by 13.19% in 2016.

Press Release

RMI® Outperforms Developed World’s Best Markets by 13.19% in 2016.

London – December 30, 2016

The S&P/TSX Composite Index was the top performer among developed market Indices delivering 18% return for the year. The RMI Canada Growth 60 listed on Bloomberg with the ticker ORMICA12 outperformed the benchmark by 13.19% for the year. RMI Canada incidentally was the best RMI model on Bloomberg for 2016.

This performance placed RMI Canada Growth 60 at the 2nd place among 15 regional Indices from US, Canada, Japan, China, India, UK, Australia, UAE, Germany and Pakistan. Karachi 100 from Pakistan was the top performing Asian Index in 2016.

At 31% annual returns RMI Canada Growth 60 also ranked 2nd among the top hedge fund performers. The hedge fund covered in the report included distressed debt, multi-strategy, event-driven, macro, quantitative, long-short, credit, relative value etc. Renaissance Institutional Equities Fund offered the closest comparison to the RMI Canada Growth 60.

 

The Bloomberg models are listed below from top to bottom. RMI Canada (Red) <ORMICA12>, RMI Nasdaq (Orange) <ORMIVG20>,  S&P TSX , Nasdaq 100 and S&P 500.

 

RMI Methodology. Risk Management Indices (“RMI”) methodology is based on a universal framework which considers markets as natural dynamic systems with both momentum and reversion forces acting across different holding periods. RMI captures the benefits of both growth and value factors in a dynamic, effective construct but also diversifies portfolio risk by generating a different return pattern by diversifying style factor.

Disclaimer: Past performance is no guarantee of future results. All results shown are based on simulated performance and are without fees and expenses typical of managed accounts which would reduce performance. Nothing contained in this material is intended to constitute legal, tax, securities, financial or investment advice, nor an opinion regarding the appropriateness of any investment. No part of this material may be duplicated in any form and/or redistributed without prior written consent. In so far as this report includes current or historical information, it is believed to be reliable, although its accuracy and completeness cannot be guaranteed. Risk Management Indices RMI® are Analytics, Indices and models developed and owned by Orpheus Risk Management Indices, United Kingdom, EU.

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