The ETF Portfolio Strategist

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The ETF Portfolio Strategist
The ETF Portfolio Strategist: 12 September 2021

The ETF Portfolio Strategist: 12 September 2021

Proprietary Strategies

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James Picerno
Sep 12, 2021
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The ETF Portfolio Strategist
The ETF Portfolio Strategist: 12 September 2021
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Our proprietary strategies lost ground in line with the Global Beta 16 (G.B16) benchmark last week. Year to date, the benchmark is still in the lead, but by a narrowing margin — a mere 20 basis points over this year’s top-performing prop strategy — Global Managed Volatility, which is up 9.2% in 2021 vs. 9.4% for G.B16 through Friday’s close (Sep. 10).

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