Arun Soni – Global Head of Strategy
Trend Capture is a powerful tool for risk control as it facilitates significant drawdown reduction during Bear Market phases that limits losses so that the investment portfolios begin their ascent from a higher point when uptrends resume. We present an analysis for the period January 01, 2008 through December 31, 2010 on a universe of large cap European stocks to demonstrate the significant performance uplift that investors would have gained from using Trendrating.