The ETF Portfolio Strategist: 16 Jan 2022
Active Risk-Managed Strategy Benchmarks
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.…