RMI

RMI® Nasdaq up 50%

RMI® listed on Nasdaq crossed the 50% return back beating the Nasdaq 100 (NDX) by 20.99% and Nasdaq Composite (NQUSB) by 38.87% for the period starting January 2015. RMIVG20 is one of the top performing equity models globally for the period. RMI models are listed on Bloomberg (<ORMI> GO). RMI® Methodology is based on a universal…

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RMI® UK delivers 6.4% in Q1'17

March 31, 2017 All the 8 RMI models listed on Bloomberg (<ORMI> GO) starting January 2016 delivered an absolute positive return for the first quarter of 2017. 6 RMI models delivered a positive risk-weighted excess return above their respective benchmarks. The average excess returns for the first quarter was 1.04%. The RMI UK Value Growth 40 and  RMI…

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Where are the monthly numbers?

Yes! you need to ask such questions to your smart beta company. If they say they are smart they need to illustrate that in the monthly performance numbers. Monthly numbers are not the expected norm for Smart Beta companies. How can it be? If ‘Value’ as a style can underperform for years followed by a…

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RMI® India Growth 20 up 7.82% in January.

Press Release RMI® India Growth 20 up 7.82% in January. London – Jan 31, 2017 The RMI® India Growth 20 selects 20 out of the top India 50 stocks based on the RMI® Value Growth methodology. The RMI® India Growth 20 is listed on Bloomberg (<ORMIIN11> GO). The model delivered 7.82% in January. This return was…

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RMI® REITs beats RMZ by 6.48%.

Press Release 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…

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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…

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Orpheus Indices - Presentation

Performance Orpheus Risk Management Indices (RMI) have consistently outperformed respective benchmarks at similar risk by a range of annualized returns of 2-5% over the last decade. Our current engagements have validated and proven the originality, success, and scalability of the Orpheus Framework. Performance of Nasdaq Orpheus RMI ® starting Jan 2015 As of Dec 30…

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RMI 2016 - YTD

7 of the 8 RMI models listed on Bloomberg delivered an absolute positive return for the year to date. All the 8 RMI models delivered a positive Excess Return above their respective benchmarks. The average Excess Returns year to date stands at 7.86%. The RMI US 500 was up 5.82% for the month, 1.98% Excess…

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RMI® Historical Performance

These are the RMI equity models for UK, US, Europe, India and Canada. The RMI Smart Beta performance is based on a similar risk, similar turnover and low tracking error to the underlying benchmark. All the RMI Models have a starting point in Jan 2010.

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RMI® YTD Performance

Our current RMI® models cover the component stocks from the US 500, Canada 350, UK 100 and Europe 50. Two RMI models are listed on NASDAQ and 15 RMI models are listed on Bloomberg (ORMI <GO>). RMI Canada 15 is the only Active model, which selects 15 stocks from the TSX 350 universe. All the…

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RMI® on Bloomberg

These are some of the RMI Indices listed on Bloomberg. The models delivered average annualized excess returns of 4% on a risk weighted basis. RMI Europe Growth 50 was the top outperformer delivering annualized excess returns of 6.7% at a negative excess volatility of 1.4%. RMI Europe Growth 50 vs. STOXX 50 RMI Europe Value 50…

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RMI® selects Baytex, Apache, First Majestic

Symbol: Verizon Sector: Telecommunication ORMI: RMI™ US 10 Active (Jan 2014) Status: Exit Type: Stop Remarks: Though the stock has made a Stop exit, the Jiseki Cycle is still positive. The stock entered Value Rankings i.e. bottom 20% performers among the US 500 Universe starting July 2014. Orpheus RMI™ duration studies suggest an average of…

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NASDAQ RMI beats all its peers

Nasdaq Orpheus RMI has outperformed all its peers in 2015. The RMI beat the Nasdaq Composite, Nasdaq 100 and S&P500 by 10.92%, 1.61%, 10.21% respectively. We are looking forward to go live on Bloomberg starting Jan 2016. Looking forward to showcase the RMI methodology and deliver risk-weighted excess returns for our clients.

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Are you cash?

Dacian Jurj dacian.jurj@orpheusindices.com   Do you run an active model or your allocation is with a money manager who manages your money actively? Are you cash? Since when are you cash? How much of your model is cash? If you don’t have a clue of what I am talking about. Let me explain. Active models…

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NASDAQ Orpheus RMI Value-Growth 20

These are the performance numbers of the NASDAQ Orpheus RMI US Value Growth 20, Year to Date vs. NASDAQ Benchmark, NASDAQ 100 and S&P 100. Our claim that combining Value and Growth is the smarter Beta approach, is in its first year of validation. The RMI has outperformed the NASDAQ benchmark, NASDAQ 100, S&P 100 by 9.66%, 3.28%…

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