The ETF Portfolio Strategist: 7 Nov 2021
Proprietary Strategies
Raw, unmanaged beta risk continues to run hot, creating a tough benchmark for risk-managed strategies.
Our trio of proprietary strategies are certainly finding it tough to keep up with the 16-fund benchmark this year, and and last week (through Nov. 5) was no exception. For details on the strategy rules and metrics in the table, see this summary.
The Glo…