2016 In Review

January 23, 2017
 / 
Joe Gits
Last year was a good year for SMA data.  High sentiment securities outperformed and low sentiment securities underperformed with good Sharpe’s and Sortino's.  The below tables contain returns and Sharpe/Sortino ratios for the full history of Social Market Analytics S-Factor data.   Correlations to standard factors continue to be near zero. I'm sure our data can help in your investment process, contact us to learn more.
Five-year return summary:

returns2016

 Sharpe / Sortino

sharpes

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