RMI® Nasdaq outperforms Nasdaq 100 by 10.65% in 2 years.
London – December 30, 2016
The RMI Nasdaq listed on Nasdaq (RMIVG20) ended 2016 with a 14.19% annual return. The performance for the 2 year period starting January 2015 was at 23.4%. As of December 30 (2016), the RMI outperformed the S&P 500, S&P 100, Nasdaq Composite and Nasdaq 100 by 16.22%, 15.93%, 15.86% and 10.65% respectively.
About RMI ® Nasdaq
The NASDAQ Orpheus RMI US Value-Growth 20 Index selects 20 securities from the top 100 market capitalization stocks from the NASDAQ Composite Index. RMI classifies 10 stocks as Value and 10 stocks as growth. The NASDAQ Orpheus RMI-US Value-Growth 20 Index is an equal-weighted index.
Calculated and Listed on Nasdaq, the Nasdaq Orpheus RMI VG 20 (RMIVG20) for two years in a row outperformed all its peers. Starting January 2015 till December 2016 the RMI beat the S&P 500, S&P 100, Nasdaq Composite and Nasdaq 100 by 15.77%, 15.48%, 15.47% and 9.95% respectively.
Pension funds, insurance companies, family offices, endowments, sovereign funds, and wealth managers can use the RMI methodology to build smart beta portfolios that offer risk-weighted excess returns. Orpheus is a Fintech company, which offers the RMI methodology, which works across regions, across assets, and across styles.
The Bloomberg models are listed below from top to bottom. RMI Nasdaq (Orange) <ORMIVG20>, S&p 500, Nasdaq 100, and S&P TSX.
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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