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Matthias Knab, Opalesque:

Following news that 86% of European active equity funds and 82% of large-cap US equity funds underperformed their benchmark over the last decade, Trendrating have now released Portfolio Momentum Rating technology as part of its platform to help fund managers reduce portfolio risk and enhance their performance.

The technology has been added as part of Trendrating’s latest momentum analytics platform, which is already used by over 100 institutional fund managers to systematically run multiple portfolio assessments and adjust exposure in order to capture more trends. With this "Portfolio Momentum Rating" feature, fund managers can now run aggregated portfolio momentum analysis and immediately optimize strategies by limiting the exposure in underperforming stocks and ETFs.

Equity fund managers typically use a common set of metrics to measure the aggregated risk-return profile of their holdings. This can include volatility, tracking error, Sharpe ratio, price earnings and dividend yields. Now with Trendrating, fund managers can measure a portfolio in terms of the overall momentum exposure which can easily be combined with most investment strategies.

Specifically, Trendrating supports a more refined, granular analytics structure via a rating grade (A,B,C,D) that includes "pluses" and "minuses". This methodology offers a comprehensive way to measure the aggregated momentum exposure for whole portfolios, baskets of stocks and indices. The r......................

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