The ETF Portfolio Strategist

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The ETF Portfolio Strategist
The ETF Portfolio Strategist: 16 Apr 2022

The ETF Portfolio Strategist: 16 Apr 2022

Active Risk-Managed Strategy Benchmarks

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James Picerno
Apr 16, 2022
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The ETF Portfolio Strategist
The ETF Portfolio Strategist: 16 Apr 2022
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In a sign of the time, all three of the active risk-managed portfolio-strategy benchmarks this year are outperforming the benchmark — the unmanaged Global Beta 16 (G.B16) index. In two cases, the outperformance is significant. Beta risk, in short, is having a rough year. For details on the strategy rules and metrics in the tables below, see this summary.

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