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  Simulations


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 Annualized

Daily feed since January 2009
(our track record)
Aug 2015 2.7 13.1%
US Simulation
4 Years Aug 2015 6.7 15.1%
8 Years Aug 2015 3.4 16.7%
Others
FTSE 100 Aug 2015 2.6 12.7%
Nikkei 225 Aug 2015 2.4 12.8%
Canada SP/TSX Aug 2015 3.2 18.4%

Financials and utilities are excluded.


N.B. These assume a 5% 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

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Simulation 4 Years

Simulation 8 Years 



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