The ETF Portfolio Strategist: 3 October 2021

Proprietary Strategies

Risk management continues to track raw, unmanaged beta exposure this year, based on two of our proprietary strategies relative to the 16-fund global benchmark — Global Beta 16 (G.B16). For details on all the strategies and metrics in the tables below, see this summary.

Thanks to another week of mostly down markets, any degree of cautious allocation has t…