Global Sector strategy volatility

Global Sector strategy volatility2018-07-28T12:59:46+00:00
  • Author
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  • Marvin Liebe
    Participant
    Post count: 1

    Has there been a change to Global Sector Rotation strategy?

    The description says:

    “The “low volatility” sector rotation strategy has only half of the volatility of normal global market ETFs like SPY (S&P 500) or FEZ (Euro Stoxx 50). This strategy has only a slightly higher volatility than our Bond Rotation Strategy BRS and is a good choice for cautious investors. Another advantage of this strategy is that it invests normally in very liquid ETFs like for example IXJ (Global Healthcare Sector).”

    But risk shows higher than all other solutions in the Portfolio Builder. 31% Vol and a 37% drawdown.

  • Vangelis
    Moderator
    Post count: 156

    We have updated the strategy so that it chooses between a low volatility and a aggressive sub-strategy. We are in the process of updating our description and introducing a version log to keep track of changes You can see how a strategy works by downloading a trial version of QuantTrader which includes all our strategies.

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