For professional money managers covering the macro, the fundamentals and the technicals, we provide the 4th dimension of analysis: a deep and rich evaluation of the risk of the market.
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Our systems are complex but our message is clear: the dashboard flashes red when the risk of capital loss is high.
Volatility and Value-at-Risk are imperfect measures of market risk. A more fundamental measure of risk is the PROBABILITY OF CAPITAL LOSS. We aim to systematically capture this risk.
The GTE Dashboard evaluates the risk of 44 global markets on a weekly basis. Spoiler alert: we are buyers of low-risk markets.
We focus on European, Emerging and Commodity markets.
All of our risk scores are forward-looking: they indicate the probability of capital loss going forward.
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.
Better risk management should generate better investment performance. So we track the performance delivery of all our risk scores.
5 YEAR TRACK RECORD: 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. For a complete overview of our performance numbers, please submit a GTE Dashboard request in the Contact tab of this website.
