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We evaluate markets from a risk perspective. Our analysis is systematically generated with no subjective input. Our goal is to help professional money managers avoid capital loss. Our focus is on European markets, Emerging markets and Commodity markets.
We evaluate markets from a risk perspective. Our analysis is systematically generated with no subjective input. Our goal is to help professional money managers avoid capital loss. Our focus is on European markets, Emerging markets and Commodity markets.
Systematically evaluating the RISK of 44 global markets.
We break down the risk of these 44 markets on a weekly basis. Low risk markets are assigned a score of 100. High risk markets are assigned a score of 0.
We believe that volatility and its derivatives are imperfect measures of market risk. We believe the most fundamental measure of risk is the RISK OF CAPITAL LOSS. Our primary goal is to capture this risk.
By favoring low-risk markets and shunning high-risk markets, investment managers can aim to sidestep the severe market declines that erode a capital base.
We have a 5 year track record. And we track the performance delivery of all our risk scores. Because ultimately, we believe better risk management should deliver better investment returns.
Live performance from 1 July 2015. Weekly performance tracking across all 44 markets. All GTE scores archived on a weekly basis with a Swiss auditor: Berney & Associés.
Low Risk: The average return of all 44 markets when they are in a low risk state. High Risk: The average return of all 44 markets when they are in a high risk state. On the GTE Dashboard, we track these numbers on a market-by-market basis across all 44 markets.
* As of 1 September 2020. All numbers are in USD. All 44 markets equal-weighted on 1 July 2015. No accounting for transaction costs. All performance tracking executed via ETFs in USD on every market (for both the underlying market and the GTE risk score). Since February 2018, GTE market risk scores are archived on a weekly basis (before Monday morning market open) with a Swiss auditing firm: Berney Associés. All performance numbers represent live performance delivery. Our backtested numbers (covering 2001 - 2015) only serve internal engine development purposes and are not placed in the public domain.
A systematic risk framework. For navigating rising, falling and choppy markets.
