The ETF Portfolio Strategist: 28 Nov 2021

Proprietary Strategies

The selling that struck global markets on Friday took a toll on our trio of rules-based risk-managed strategies. Two of the three posted lesser losses vs. the benchmark — the passively run 16-fund opportunity, a.k.a. as Global Beta 16 (G.B16). For details on the strategy rules and metrics in the tables below, see this summary.

Thanks to worries of an out…