The ETF Portfolio Strategist: 27 Feb 2022

Active Risk-Managed Strategy Benchmarks

Varying degrees of risk-off postures continue to benefit our risk-managed benchmarks. All three were essentially flat last week vs. a 0.2% decline for Global 16 (G.b16), the unmanaged benchmarks targeting the same 16-fund opportunity set. Year to date, two of the three risk-managed benchmarks are outperforming, albeit by losing less money.

Given the ong…