RMI® REITs beats RMZ by 6.48%.
London – Jan 31, 2017
The RMI® US REIT measures the performance of the top 150 US Real Estate equities based on the RMI® Value-Core-Growth methodology. The RMI® US REIT Index Value Core Growth 2016 listing on Bloomberg (<ORMIRE11> GO) delivered an absolute return of 13.16% in 2016. The popular benchmark RMZ delivered 5.89% during the period. The RMI US REITS delivered a risk-weighted excess return of 6.48% above the respective US REITs Benchmark.
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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