The volatility of the RP Quant Global Macro Index has remained below 5% (annualized) since its creation.

With a volatility close to those of mid-term bonds, the RP Quant Global Macro Index achieves a better performance (between 8% and 12% annualized returns) even in bearish market periods.

The dynamic risk model and the robust portfolio optimization methods behind this quantitative index lie at the source of its stable performance.