The ETF Portfolio Strategist: 6 Feb 2022
Active Risk-Managed Strategy Benchmarks
Our trio of active risk-managed benchmarks continue to post mixed results vs. the passive benchmark this year. The varying performances reflect differing interpretations of risk levels in global markets.
Global Managed Volatility (G.B16.MVOL) is still tracking the benchmark year to date by posting a 3.6% loss. No surprise there since G.B16.MVOL has risk-…