Monday, April 29, 2013

TTM Strategy Correlations

Morningstar recently put out a paper on global balanced managed ETF strategies.  In the paper they look at correlations between the managed ETF universe vs. a balanced buy and hold portfolio.  Our strategies took 3 of the top 10 spots in lowest correlation compared to the balanced benchmark:

Here is the benchmark that Morningstar used:

This highlights the difference between partially tactical strategies that are nothing more than traditional static asset allocation strategies that can move around a little bit, and fully tactical strategies.

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