RMI® UK starts 2017 by 5.15% Excess Returns in January.

Press Release

RMI® UK starts 2017 by 5.15% Excess Returns in January.
London – Jan 31, 2017

The RMI UK Value Growth 40 delivered the top excess return of 5.15% in January. The RMI Canada continued with its last year momentum at 4.32% excess return above TSX 60 in January. The 9 RMI models listed on Bloomberg (<ORMI> GO) stared 2017 with a positive excess return averaging 2.27%. All the RMI models also delivered a positive risk-weighted excess return above their respective benchmarks. RMI models on Bloomberg cover US, UK, Canada, Europe and sectors like US REITs. The chart below illustrates the Jan 2017 monthly performance of RMI vs. respective benchmarks.

Monthly Performance % (January 2017)

RMI Bloomberg (Jan 2017) Histogram

The monthly performance table for the RMI Bloomberg 2016-2017 models.

RMI Bloomberg (Jan 2017)

RMI models on Bloomberg can be accessed with the <ORMI> ticker.

RMI® UK Value Growth 40 (Jan 2016) vs Bench-1

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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