The table below shows the significant outperformance of the Trendrating momentum model, over an eight year period (from March 2007 to March 2015), for a selection of equity indices. The results below are obtained using the Trendrating Strategy Builder which is designed to:
Annualized return 15 years | ||||
Universe | Trendrating | Benchmark | differential | |
---|---|---|---|---|
S&P 500 Index
|
12.96%
|
5.19%
|
7.76%
|
|
MSCI Emerging Markets Index
|
12.52%
|
0.81%
|
11.71%
|
|
FTSE 350 Index
|
14.98%
|
1.70%
|
13.28%
|
|
Nikkei 225 Index
|
4.62%
|
1.26%
|
3.36%
|
|
Stoxx 600 Index
|
7.75%
|
1.12%
|
6.63%
|
|
CAC 40 Index
|
7.97%
|
-1.06%
|
9.04%
|
|
DAX Index
|
19.96%
|
7.48%
|
12.48%
|
|
Nasdaq 100 Index
|
21.10%
|
12.23%
|
8.88%
|
|