Performance Back Test


We have undertaken a detailed assessment of the financial performance of the companies identified as Innovation Leaders and the results are conclusive: We have shown a direct correlation between effective innovation capability and sustained stock growth. In addition we have demonstrated the basis of a fund that would have outperformed all major indices over the previous 1, 3 and 10 years.

A ten-year back-test of the financial performance of a fund modelled on the identified Innovation Leaders between 2002 and 2012 shows a CAGR of 14.5%, a standard deviation of 19.7%, an alpha of 12.1% and a beta of 0.7.

The presentation below provides more detail on this assessment:

 

 

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