Global
Equity
Monitor+
Selector

mining for

GEM+S

outperforming markets since 2003

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GEM+S portfolio performance

GEM+S Reference Portfolio Excess Returns and Shortfalls versus Major Market Indices

Our bottom-up relative analytics help you select a portfolio of potential high alpha stocks. Avoid low performers by comparing multiple relative factor scorings per stock, industry group and market and choose winners from over 600 companies of selected major markets.

The following table shows ten, five, three rolling years’ and yearly excess returns and shortfalls in % during the last 15 years for USD, EUR and CHF portfolio composites compared to the DJIA, EuroStoxx50 and SMI indices. Dividend yield and portfolio costs not included.

The active-passive strategy includes equal or half weighting for stock positions and up to one third of index near funds. Its bottom-up diversified selection of large caps is not concerned with the usual market capitalization or tracking error considerations of traditional asset management providers.

The track record shows

  • 80% probability that system users can outperform the market on a yearly basis,
  • 85 to 100% probability that this works for 3 year periods and
  • 100% probability that any 5 or 10 year comparison can win against major market indices.

Portfolio Excess Returns
and Shortfalls vs Indices
(Excess Return/Shortfall in %)

10 years

DJIA

GEM+S

ESTX50

GEM+S

SMI

GEM+S

2003 – 2012

57.09

105.42

48.33

10.46

69.36

58.90

47.32

129.49

82.17

2004 – 2013

57.88

127.52

69.64

12.62

88.12

75.50

49.48

137.76

88.28

2005 – 2014

65.29

144.29

79.00

6.61

63.63

57.02

57.79

170.21

112.42

2006 – 2015

62.58

143.79

81.21

-8.70

37.81

46.51

16.27

98.36

82.09

2007 – 2016

58.57

134.41

75.84

-20.13

16.00

36.13

-6.44

57.33

63.77

2008 – 2017

86.35

168.89

82.54

-20.36

20.05

40.41

10.58

76.16

65.58

2009 – 2018

165.80

327.33

161.53

22.43

116.87

94.44

52.29

141.71

89.42

2010 – 2019

173.67

359.68

186.01

26.26

139.54

113.28

62.19

147.52

85.33

2011 – 2020

164.36

376.88

212.52

27.21

173.04

145.83

66.31

150.24

83.93

2012 – 2021

197.43

486.64

289.21

85.55

263.10

177.55

611.90

219.50

102.60

2013 – 2022

152.95

348.11

195.16

43.92

106.15

62.23

57.27

95.27

38.00

2014 – 2023

128.36

348.14

219.78

45.44

104.67

59.23

35.78

74.62

38.84

5 years

DJIA

GEM+S

ESTX50

GEM+S

SMI

GEM+S

2008 – 2012

-1.21

18.85

20.06

-40.09

-21.13

18.96

-19.59

8.95

28.54

2009 – 2013

88.05

151.45

63.40

26.82

87.50

60.68

48.20

113.66

65.46

2010 – 2014

70.91

114.13

43.22

6.07

42.21

36.14

37.24

82.00

44.76

2011 – 2015

50.51

92.51

42.00

17.00

57.16

40.16

37.01

64.80

27.79

2012 – 2016

61.76

111.70

49.94

42.04

81.26

39.22

38.47

69.73

31.26

2013 – 2017

88.64

126.25

37.61

32.93

52.20

19.27

37.51

61.70

24.19

2014 – 2018

41.34

69.94

28.60

-3.46

15.66

19.12

2.76

13.13

10.37

2015 – 2019

60.12

114.68

54.56

19.03

68.45

49.42

18.18

36.00

17.82

2016 – 2020

75.65

147.72

72.07

8.73

73.74

65.01

21.38

51.85

30.47

2017 – 2021

83.87

177.11

93.24

30.63

100.32

69.69

56.64

88.24

31.60

2018 – 2022

34.1

98.06

63.96

8.27

35.44

27.17

14.36

20.76

6.4

2019 – 2023

61.57

163.7

102.13

50.65

76.95

26.3

32.13

54.36

22.23

3 years

DJIA

GEM+S

ESTX50

GEM+S

SMI

GEM+S

2010 – 2012

25.66

42.59

16.93

-11.14

18.02

29.16

4.22

33.38

29.16

2011 – 2013

42.55

69.82

27.27

11.32

42.90

31.58

27.45

44.93

17.48

2012 – 2014

45.88

77.42

31.54

35.82

57.24

21.42

51.33

68.97

17.64

2013 – 2015

32.97

56.19

23.22

23.96

35.01

11.05

29.25

38.21

8.96

2014 – 2016

19.74

30.05

10.31

5.84

13.14

7.30

0.21

12.76

12.55

2015 – 2017

38.69

50.67

11.98

11.36

26.32

14.96

4.44

18.50

14.06

2016 – 2018

33.87

49.91

16.04

-8.14

5.17

13.31

-4.41

-0.51

3.90

2017 – 2019

44.41

79.92

35.51

13.82

46.12

32.30

29.16

35.39

6.23

2018 – 2020

23.81

71.01

47.20

1.39

54.11

52.72

14.09

29.79

15.70

2019 – 2021

55.77

112.06

56.29

43.21

95.96

52.75

52.75

87.64

34.89

2020 – 2022

16.15

39.00

22.85

1.29

1.57

0.28

1.06

5.22

4.16

2021 – 2023

23.14

59.59

36.45

27.28

7.11

-20,17

4.06

1.14

-2.92

Years

DJIA

GEM+S

ESTX50

GEM+S

SMI

GEM+S

2012

7.26

18.15

10.89

13.79

30.50

16.71

14.93

23.83

8.90

2013

25.95

37.78

11.83

17.95

22.76

4.81

20.24

21.55

1.31

2014

7.99

8.99

1.00

1.20

-1.85

-3.05

9.51

12.26

2.75

2015

-2.23

4.01

6.24

3.85

12.05

8.20

-1.84

1.29

3.13

2016

13.42

14.72

1.30

0.70

2.88

2.18

-6.78

-0.83

5.95

2017

25.08

26.27

1.19

6.49

9.58

3.09

14.14

17.97

3.83

2018

-5.63

3.49

9.12

-14.34

-6.71

7.63

-10.15

-14.95

-4.80

2019

22.34

37.68

15.34

24.78

42.94

18.16

25.95

34.96

9.01

2020

7.24

20.02

12.78

-5.14

15.57

20.71

0.82

13.09

12.27

2021

18.73

28.33

9.60

20.99

18.62

-2.37

20.29

22.94

2.65

2022

-8.78

-9-75

-0.97

-11.74

-25.91

-14.17

-16.67

-24.32

-7.65

2023

13.7

37.79

24.09

19.19

21.88

2.69

3.81

8.7

4.89

This table does not constitute advice or solicitation regarding the selection of or transactions in financial instruments. It is a record of past reference portfolio activity and success. Please bear in mind that past performance is no guarantee for future results. Seek advice of licensed professionals when taking investment decisions.