The ETF Portfolio Strategist

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The ETF Portfolio Strategist
The ETF Portfolio Strategist: 16 Jan 2022

The ETF Portfolio Strategist: 16 Jan 2022

Active Risk-Managed Strategy Benchmarks

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James Picerno
Jan 16, 2022
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The ETF Portfolio Strategist
The ETF Portfolio Strategist: 16 Jan 2022
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Two of three of our active risk-managed strategy benchmarks are tracking the passive benchmark so far this year. The downside outlier: Global Momentum (G.B16.MOM), which is down 1.1% year to date through Friday’s close (Jan. 14). The other two actively risk-managed benchmarks have shed 0.9% so far in 2022, matching the loss for the passive benchmark (G.…

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