The ETF Portfolio Strategist

Share this post

User's avatar
The ETF Portfolio Strategist
The ETF Portfolio Strategist: 26 Dec 2021

The ETF Portfolio Strategist: 26 Dec 2021

Proprietary Strategies

James Picerno's avatar
James Picerno
Dec 26, 2021
∙ Paid

Share this post

User's avatar
The ETF Portfolio Strategist
The ETF Portfolio Strategist: 26 Dec 2021
Share

One week to go and so our three proprietary strategies are set to end 2021 in varying degrees of underperformance relative to the Global Beta 16 (G.B16) benchmark. The trailing performances are a reminder that beating unmanaged beta risk has been challenging this year.

G.B16 is up 9.6% year to date (through Dec. 23). Global Managed Volatility (G.B16.MVOL…

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2025 James Picerno
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share