Two of our three active risk-managed benchmarks delivered substantial ballast against widespread market losses last week. The outlier: Global Managed Volatility (G.B16.MVOL), which has been mostly caught off guard this year by beta risk via Global Beta 16 (G.B16), the benchmark that tracks our global 16-fund opportunity set. For details on the strategy rules and metrics in the tables below, see this summary.
Comments
No posts