| www.trendrating.com

INTELLIGENCE TO IMPROVE PORTFOLIO RETURNS

About Trendrating

Leading provider of portfolio and markets analytics based on a new generation of ‘smart’ price momentum analytics

Developed over 8 years of breakthrough research by a successful team of experts

Trendrating brings momentum analysis to a new level of accuracy by systematically capturing trends earlier & more robustly than legacy-based models

Asset managers use Trendrating as a complement to their existing strategies to maximize profits and control portfolio risk

Trendrating adds efficiency, discipline, transparency and measurability to the investment process

Trendrating: Trusted Leader In Momentum Analytics

Some of our clients Partners include

“As passive investment requirements become increasingly sophisticated, we have seen strong demand for our factor indexes from a variety of market participants. As a result, we are delighted to collaborate with Trendrating to expand our offering by creating a range of new momentum indexes. The products will be developed using both firms’ expertise and supported by FTSE Russell’s longstanding commitment to strong and transparent governance.” – 10 Mar 2016, Press Release

Mark Makepeace, CEO of FTSE Russell

Why is Momentum so important?

• Momentum is a strong and persistent factor, analyzed by premier academics across decades of market history

• The adoption of momentum analytics is growing fast amongst active and passive managers, as a stand alone strategy as well as merged with other factors

• The combination of momentum and value strategies provides one of the best risk-adjusted investment plans

• Momentum is the only factor that will self-reinforce as more investors adopt it

(Date Range: 1963 –2015)

Source: Kenneth R. French data library

Dozens of Academic

Studies Have Concluded

that Momentum Produces the Best

Risk-Adjusted Returns

Momentum delivers superior risk-adjusted returns

How does Trendrating deliver superior results?

Legacy Models Trendrating Result

High risk during reversals Captures new trends early Provides downside protection

React to noise, can result in high turnover Filters-out noise Keeps users in the trend,

maximises upside

Use fixed time-windows, not always accurate

Smart self-adjusting algorithm Captures more upside

Work better in some markets or cycles, not

consistent

Proven to work across markets & cycles

Accuracy rate of around 70% - 80%

Trendrating captures momentum more accurately than models based on outdated academic research

Trendrating captures momentum more accurately than models based on outdated academic research

How clients are benefitting from Trendrating

• Spot investment opportunities, validate ideas, improve selection

• Measure momentum across regions & prioritise exposure

• Analyse & compare sectors, capture the benefits of sector rotation

• Be alerted to new trends & reversals in your portfolios

• Control risks in the portfolio and improve performance

• Overlay robust momentum analysis on your strategy to improve performance

Portfolio Level Momentum Ratings

• Measure the aggregated momentum exposure for whole portfolios and baskets

• Actionable momentum ratings (A, B, C, D) on an unlimited number portfolios and baskets

• Gain insight into the portfolio’s exposure to positive vs. declining price trends

• Optimize strategies by limiting the exposure in underperforming stocks and ETFs

• Provide clients with a quant-driven grade as an additional quality measure on their portfolio

Portfolio Grade Definitions

AA- > 90% of holdings in Bull trendB+B Approximately 30% of holdings in Bear trendB-C+

> 50% of holdings in Bear trendCC-D

Rate your portfolios and identify the risks

Why your firm needs Trendrating now

Proven to be the most accurate and reliable

measure of Momentum

Enrich and complement your existing strategy to enhance returns

Adds discipline, transparency and valuable new insight to your process

Help you maximize performance and reduce downside capture

Pays for itself quickly & exponentially

Saves time and cut through all the noise

Contact Us

LONDONPhone: +44-20-3823-2215Email: info@trendrating.net

Octagon Point, 5 CheapsideLondon, EC2V 6AA United Kingdom

BOSTONPhone: +1-508-315-6313Email: info@trendrating.com

60 State StreetBoston, MA 02109 USA

LUGANOPhone: +41-91-91-06-590Email: info@trendrating.net

Via Cantonale 19Lugano, CH-6900 Switzerland

NEW YORKPhone: +1-646-868-0717Email: info@trendrating.com

104 W. 40th StreetNew York, NY 10018 USA