RMI Models on Bloomberg deliver 7% Excess Returns in 2016.
London – December 30, 2016
All the 8 RMI models listed on Bloomberg (<ORMI> GO) starting January 2016 delivered an absolute positive return for 2016. All the RMI models also delivered a positive risk-weighted excess return above their respective benchmarks. The average excess returns (RMI annual return net of annual benchmark return) was 7.04%. The RMI Canada Growth 60 was the best performing broad model allocating in all the components of the top 60 Canadian blue chips. The RMI UK was the top Value Growth model selecting 40 of the top UK 100 blue chips. The RMI UK model is available under Bloomberg ticker <ORMIUK12> was up 32% in 2016. This meant an excess return of 15.72% above the top market capitalization weighted UK 100 benchmark. The RMI Europe Growth 50 delivered the smallest margin of excess returns at 1%. RMI US REITs also delivered a positive surprise delivering 7.57%, which was more than the absolute return of US REITs Index this year at 5.58%. RMI models on Bloomberg cover the US, UK, Canada, Europe and sectors like US REITs.
The monthly performance table for the RMI Bloomberg 2016 models.
RMI models on Bloomberg can be accessed with the <ORMI> ticker.
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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