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 | 2006-2024 [Sep 30th] | +9.57% | +9.00% |
| SPX | S&P500 (USA) | EGRO | 2006-2024 [Sep 30th] | +6.73% | +6.39% |
| SPX | S&P500 (USA) | MVOL | 2006-2024 [Sep 30th] | +4.93% | +6.22% |
| SPX | S&P500 (USA) | ORRC | 2006-2024 [Sep 30th] | +6.94% | +9.27% |
| NASD | Nasdaq-100 | ORRC | 2006-2024 [Sep 30th] | +7.01% | +8.90% |
| FTSE | Footsie-100 (UK) | ORRC | 2006-2024 [Sep 30th] | +7.35% | +9.45% |
| STOX | Eurostoxx (EU) | ORRC | 2006-2024 [Sep 30th] | +8.04% | +12% |
| NIFT | Nifty 50 (INDIA) | ORRC | 2006-2024 [Sep 30th] | +7.76% | +10.04% |
| HSI | Hang Seng (HONG KONG) |
ORRC | 2006-2024 [Sep 30th] | +5.78% | +8.76% |
| SMI | SMI (SWISS) | ORRC | 2006-2024 [Sep 30th] | +4.54% | +6.02% |
| NIKK | Nikkei 250 (JAPAN) | ORRC | 2006-2024 [Sep 30th] | +1.82% | +1.99% |
| TWII | Taiwan Weighted (TAIWAN) |
ORRC | 2006-2024 [Sep 30th] | +4.51% | +5.92% |
| ACWI | MSCI All Country World Index |
ORRC | 2006-2024 [Sep 30th] | +6.89% | +11.20% |