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 UK Value Growth 100 were the top models for the period delivering 3.15% and 3.13% excess returns respectively.
RMI Methodology. Risk Management Indices (“RMI”) methodology is based on a universal framework which considers markets as natural dynamic systems which don’t respect conventional market factors but rely on statistical behavior.
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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