The ETF Portfolio Strategist: 16 Apr 2022

Active Risk-Managed Strategy Benchmarks

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.