Exceptional & Rich [E&R] Scorecard 2022

Did you know that if you can beat the S&P 500 by 100 basis points [1%] net of fees you are in the top decile of asset managers in the world? Did you know that E&R is an open methodology which improves on the concentration challenges of the market capitalization weighting method? Did you know E&R factor framework is open and can be accessed on GitHub? Did you know that you can try our passive Indexes on a pay-for-alpha model using our Electronic Investment Funds? Did you know that our current running five Indexes delivered on average 944 basis points [9.44%] above their respective ETFs? Did you know that E&R Indexes are published daily?

SBI BSE 100 India Fund was compared vs. E&R India 100, SPY was compared vs. E&R U.S. 500, XIU was compared vs. E&R Canada 60, BITW was compared vs. E&R Crypto 10 and EIDO was compared vs. E&R Indonesia 30. All the green coloured histograms depict the annual excess returns for the year 2022. All the E&R Indexes are passive and contain the same number of components as their respective ETFs.

Though there was a dispersion across performance and risk metrics, the Average Annualized returns [AR] when weighted with inverse of Tracking Error could have delivered an average simulated return for the year at negative 128 basis points [-1.28%] even after assuming Crypto risk. As we add more Indexes like commodities, alternative energy, the asset allocation models should become more insightful.

If you are an investor, asset owner, advisor, or asset manager seeking alpha, check out our GitHub today, monitor our Exceptional & Rich Indexes on the AlphaBlock website, email us for a trial account, or request an online or face-to-face free workshop.

We wish you a prosperous, low drawdown, alpha generating, diversified, lower risk, Happy New Year 2023.

AlphaBlock Team