Global Active Fixed Income 10


For ORMI® Global Active Fixed Income we took the top 100 ETF assets from iShares, SPDRS and PowerShares and applied the ORMI Active style to the selected universe. The Index has delivered 6.2% annualized (from April 2011) compared to the benchmark AGG iShares Core Total U.S. Bond Market ETF that delivered 1.5% annualized for the same
period. The sharpe ratio for ORMI® Fixed Income was 1.16.

ORMI ® ACTIVE STYLES are with periodical entry and exit signals like the ORMI® US 30, ORMI® Toronto 15, ORMI® UK 20, ORMI® India 30 and ORMI® India 10. The difference between them is the underlying universe. For example ORMI® US 30 selects from S&P500 respectively. Active styles are cash conserving, absolute return Indexed models. They actively enter and exit a position and go cash if needed.

Some of the top running ETFs are: (TLT) iShares Barclays 20+ Year Treasury Bond Fund (the Fund) seeks investment results that correspond generally to the price and yield performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index.

(TLO) SPDR® Barclays Long Term Treasury ETF provides investment results that corresponds to the price and yield performance of the Barclays Capital Long U.S. Treasury Index (the Index). The Index includes all publicly issued, United States treasury securities that have a remaining maturity of 10 or more years, are rated investment grade, and have $250 million or more of outstanding face value.

(HYMB) The SPDR® Nuveen S&P High Yield Municipal Bond ETF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the S&P Municipal Yield Index (index ticker: SPMUHT), an index that tracks the US high yield municipal bond market and to provide income that is exempt from federal income taxes.

Enjoy the latest ORMI® Global Active Fixed Income Index.




Download the sample ORMI Global Active Fixed Income 10 26.05.13

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