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Rational Investing
provides equity research support and fundamental valuation which can be
customized by region / geography. We have modeled 4,500 companies worldwide,
including many emerging markets. Our core sectors are industrials, technology,
energy, materials, healthcare, and consumer discretionary. We do not cover banks
and insurers.
The following are current market and sector neutral results for our modeling
platform:
| |
End Month |
Sharpe Ratio |
Return |
Daily feed
since January 2009
(our track record) |
Dec 2011 |
2.4 |
18.4% |
| US Simulation |
| 4 Years |
Dec 2011 |
2.5 |
19.9% |
| 8 Years |
Dec 2011 |
2.5 |
16.1% |
| Other |
| Barclays
Credit Index |
Oct 2011 |
1.0 |
19.7% |
| FTSE
Simulation |
Dec 2011 |
1.8 |
13.8% |
| Nikkei 100 |
Dec 2011 |
1.8 |
12.2% |
Financials and utilities are excluded.
N.B. These assume a 10% stop loss and exclude micro caps. The feed requires a
market cap of at least 500 mm. The narrower simulations are providing evidence
of analytical value in a variety of markets and strategies. We have modeled
4,500 companies, fully support G7 investing, and offer emerging markets support
upon request. We should have direct evidence of predictive capability vs. Credit
Default Swaps in the near future.
Cumulative Returns
Track Record
Simulation 4 Years
Simulation 8 Years
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