Premia Research LLC is a consulting firm that designs indices. Our belief is that all markets can become fundamentally overstretched. Accordingly, an index should either include natural hedges because of the potential of a market crash, or it should dynamically allocate out of a market during extremes in valuation. The design of the firm’s indices reflects these beliefs.
All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date. Back-tested performance reflects application of an index methodology and selection of index constituents with the benefit of hindsight and knowledge of factors that may have positively affected its performance, cannot account for all financial risk that may affect results and may be considered to reflect survivor/look ahead bias. Actual returns may differ significantly from, and be lower than, back-tested returns. Past performance is not an indication or guarantee of future results. This back-tested data may have been created using a “Backward Data Assumption”. For more information on “Backward Data Assumption” and back-testing in general, please see the Performance Disclosure.