The ETF Portfolio Strategist: 20 Mar 2022
Active Risk-Managed Strategy Benchmarks
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…