The ETF Portfolio Strategist

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The ETF Portfolio Strategist
The ETF Portfolio Strategist: 20 Mar 2022

The ETF Portfolio Strategist: 20 Mar 2022

Active Risk-Managed Strategy Benchmarks

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James Picerno
Mar 20, 2022
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The ETF Portfolio Strategist
The ETF Portfolio Strategist: 20 Mar 2022
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Risk management’s edge faded last week, based on a trio of proxies. It’s too early to say if this is a temporary setback or a return to form in which the unmanaged risk exposure resumes its previous run of dominance.

Meantime, two of the three active risk-managed benchmarks trailed their passive benchmark by a wide margin for trading through Friday’s cl…

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