Effective Volatility Regime – Annualized Performance
Note: The above results are based on our model run on a daily basis using ex-post data only (first estimation). Returns are annualized according to the total number of days and volatility is calculated based on the number of days for each type of regime. Returns exclude dividends and are in local currency.
Disclaimer: OpenMind Capital is registered as a portfolio manager under NI 31-103 in Canada. We are not registered under the Investment Advisor Act of 1940 in the U.S.A. or in any others legislations. This presentation outlines the result of a series of back-testing using a financial and mathematical model developed by the firm. Back-tested performance is hypothetical and is provided for information purposes only. The information contained in this presentation is confidential and proprietary to OpenMind Capital. It is provided for informational purposes only. Under no circumstances does the information in this report represent a recommendation to buy or sell investment instruments. Information in this presentation is not complete and does not contain certain material information about making investments including important disclosures and risk factors.
About OpenMind Capital
Our investment philosophy is based on the concept of Adaptive Investment Approach. This concept is the name given to the investment strategies that under which investors can constantly adjust their investments to reflect market conditions such as the volatility of investments, the return or the current condition of the market (Bull or Bear).
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