Monthly Archives: July 2019

The iM Minimum Volatility (USMV) – Investor

  • Since the launch of IM-Best12(USMV)Qx (x=1,2,3,or 4) in 2014, these models converged to a combined holding of 18 stocks, thus future performance of each of the models is expected to be very similar.
  • There is not much to be gained by following four similar models and these are now replaced by the iM Min Volatility(USMV)-Investor.
  • This model holds 10 equal weighted stocks and the simulated performance since 1/3/2013 shows an annualized return of 22.0% versus 14.3% for SPY and an annual turnover ratio of 60%
  • As from Sunday 7 July we will disseminate to Gold Subscribers any buy/sell signals this model generates.

Posted in blogs, featured
With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer