The ETF Portfolio Strategist: 23 Jan 2022

Active Risk-Managed Strategy Benchmarks

All three of the active risk-managed strategies took a hit last week (through Jan. 21). Sidestepping the broad selloff in global markets, in short, wasn’t easy.

The loss for Global Managed Drawdown (G.B16.MDD), however, was relatively modest. The index’s long-running defensive posture is starting to pay off. For the year so far, G.B16.MDD is in the red …