Indices
Tailoring Risk-Control for Optimal Performance
The AIPOM software solution makes it possible to capitalise on the ISORF risk models to generate your own Factor-exposed index capable of blending, through an advanced Operations Research engine, more Factors at the same time as well as refined market timing models.
The example in the link below refers to an illustrative customer MyAssetMgmtFirm Ltd which capitalises on the ISORF
“ORRC” risk model to generate and rebalance a portfolio capable of either dominating the Nasdaq-100 or at least to deliver a
better risk-adjusted-performance than the latter.
Available Risk Models
| ID | Benchmark | Style | Observation Period | Alpha | RAP differential |
| SPX | S&P500 (USA) | MOME | 2006-2025 [Apr 01th] | +10.30% | +9.22% |
| SPX | S&P500 (USA) | EGRO | 2006-2025 [Apr 01th] | +6.39% | +5.97% |
| SPX | S&P500 (USA) | MVOL | 2006-2025 [Apr 01th] | +4.51% | +5.51% |
| SPX | S&P500 (USA) | ORRC | 2006-2025 [Apr 01th] | +6.54% | +8.52% |
| NASD | Nasdaq-100 (USA) | ORRC | 2006-2025 [Apr 01th] | +7.25% | +9.15% |
| NASD | Nasdaq-100 (USA) | EGRO | 2006-2025 [Apr 01th] | +5.78% | +4.62% |
| NASD | Nasdaq-100 (USA) | MOME | 2006-2025 [Apr 01th] | +8.60% | +7.20% |
| FTSE | Footsie-100 (UK) | ORRC | 2006-2025 [Apr 01th] | +7.59% | +9.94% |
| HSI | Hang-Seng (Hong Kong) | ORRC | 2006-2025 [Apr 01th] | +6.23% | +9.44% |
| NIFT | Nifty 50 (India) | ORRC | 2006-2025 [Apr 01th] | +6.42% | +8.16% |
| NIKK | Nikkei 225 (JP) | ORRC | 2006-2025 [Apr 01th] | +4.10% | +5.28% |
| SMI | SWI 20 (Swiss) | ORRC | 2006-2025 [Apr 01th] | +4.77% | +6.32% |
| STOX | Eurostoxx (EU) | ORRC | 2006-2025 [Apr 01th] | +9.82% | +13.8% |
| TWII | Taiwan Weighted (Taiwan) | ORRC | 2006-2025 [Apr 01th] | +3.43% | +4% |
| ACWI | MSCI All Country World Index | ORRC | 2006-2025 [Apr 01th] | +7.10% | +11.3% |