ngenFundScore
Subscribers to NGEN Markets get access to our funds scores. ngenFundScores are decimal numbers between 0 and 10 assigned to each fund based on its relative position in its category.
These scores are updated on the 1st of every month.
CONSISTENT SCORING METHODOLOGY
It is tempting to adjust and 'fit' fund scoring methodologies for various categories - we avoid trying to overfit our algorithms
TESTED ALGORITHMS
We tested several scoring algorithms over historical data to check how consistently they were able to predict future risk adjusted returns.
The pure data-based result pointed us to a simple scoring algorithm that analyses risk adjusted returns over several periods.
CATEGORY SPECIFIC
Our fund scores always provide a relative position of a fund within others in its category.
This enables easy selection of funds across categories to create diversified portfolios.
SIMPLE YET INSIGHTFUL
The scores are easy to understand - zero to ten.
Each score is up to two decimal places providing a higher level of precision for better insights.
HISTORICAL UPDATES
We provide historical updates of all monthly scores so you can see how fund scores for a particlar fund have evolved over time.