trendrating corporate slide deck 2017 ver 02_17 internal
TRANSCRIPT
| www.trendrating.com
INTELLIGENCE TO IMPROVE PORTFOLIO RETURNS
About Trendrating
Leading provider of portfolio and markets analytics based on a new generation of ‘smart’ price momentum analytics
Developed over 8 years of breakthrough research by a successful team of experts
Trendrating brings momentum analysis to a new level of accuracy by systematically capturing trends earlier & more robustly than legacy-based models
Asset managers use Trendrating as a complement to their existing strategies to maximize profits and control portfolio risk
Trendrating adds efficiency, discipline, transparency and measurability to the investment process
Trendrating: Trusted Leader In Momentum Analytics
Some of our clients Partners include
“As passive investment requirements become increasingly sophisticated, we have seen strong demand for our factor indexes from a variety of market participants. As a result, we are delighted to collaborate with Trendrating to expand our offering by creating a range of new momentum indexes. The products will be developed using both firms’ expertise and supported by FTSE Russell’s longstanding commitment to strong and transparent governance.” – 10 Mar 2016, Press Release
Mark Makepeace, CEO of FTSE Russell
Why is Momentum so important?
• Momentum is a strong and persistent factor, analyzed by premier academics across decades of market history
• The adoption of momentum analytics is growing fast amongst active and passive managers, as a stand alone strategy as well as merged with other factors
• The combination of momentum and value strategies provides one of the best risk-adjusted investment plans
• Momentum is the only factor that will self-reinforce as more investors adopt it
(Date Range: 1963 –2015)
Source: Kenneth R. French data library
Dozens of Academic
Studies Have Concluded
that Momentum Produces the Best
Risk-Adjusted Returns
Momentum delivers superior risk-adjusted returns
How does Trendrating deliver superior results?
Legacy Models Trendrating Result
High risk during reversals Captures new trends early Provides downside protection
React to noise, can result in high turnover Filters-out noise Keeps users in the trend,
maximises upside
Use fixed time-windows, not always accurate
Smart self-adjusting algorithm Captures more upside
Work better in some markets or cycles, not
consistent
Proven to work across markets & cycles
Accuracy rate of around 70% - 80%
Trendrating captures momentum more accurately than models based on outdated academic research
Trendrating captures momentum more accurately than models based on outdated academic research
How clients are benefitting from Trendrating
• Spot investment opportunities, validate ideas, improve selection
• Measure momentum across regions & prioritise exposure
• Analyse & compare sectors, capture the benefits of sector rotation
• Be alerted to new trends & reversals in your portfolios
• Control risks in the portfolio and improve performance
• Overlay robust momentum analysis on your strategy to improve performance
Portfolio Level Momentum Ratings
• Measure the aggregated momentum exposure for whole portfolios and baskets
• Actionable momentum ratings (A, B, C, D) on an unlimited number portfolios and baskets
• Gain insight into the portfolio’s exposure to positive vs. declining price trends
• Optimize strategies by limiting the exposure in underperforming stocks and ETFs
• Provide clients with a quant-driven grade as an additional quality measure on their portfolio
Portfolio Grade Definitions
AA- > 90% of holdings in Bull trendB+B Approximately 30% of holdings in Bear trendB-C+
> 50% of holdings in Bear trendCC-D
Rate your portfolios and identify the risks
Why your firm needs Trendrating now
Proven to be the most accurate and reliable
measure of Momentum
Enrich and complement your existing strategy to enhance returns
Adds discipline, transparency and valuable new insight to your process
Help you maximize performance and reduce downside capture
Pays for itself quickly & exponentially
Saves time and cut through all the noise
Contact Us
LONDONPhone: +44-20-3823-2215Email: [email protected]
Octagon Point, 5 CheapsideLondon, EC2V 6AA United Kingdom
BOSTONPhone: +1-508-315-6313Email: [email protected]
60 State StreetBoston, MA 02109 USA
LUGANOPhone: +41-91-91-06-590Email: [email protected]
Via Cantonale 19Lugano, CH-6900 Switzerland
NEW YORKPhone: +1-646-868-0717Email: [email protected]
104 W. 40th StreetNew York, NY 10018 USA