The Milwaukee Company’s Smart-Beta Performance Report is a weekly review of the performance of ten indexes that are managed using “smart-beta” asset allocation theories.  This Report is for informational purposes only and should not be regarded as a substitute for independent research and personalized investment advice.

Comments on this week’s report:

  • As equities continue to rebound from the stock market correction in late 2018, “Passive” portfolios (which have exposure to fixed income securities) are underperforming all other 100% equity strategies listed so far this month.
  • Month-to-date, Sector Rotation continues to outperform all other listed strategies.  However, on a trailing 3-month and 1-year basis it is underperforming all other listed strategies, as its recent outperformance has not outweighed the significant underperformance it had during the stock market correction at the end of 2018.
  • Contrary to Sector Rotation, Low-volatility is outperforming all other listed strategies (other than Passive 70/30 – Conservative portfolios) on a 3-month and 1-year basis as it benefited from its relatively lower drawdown during the stock market correction at the end of 2018.
  • Despite the relatively poor performance from Momentum based equities over the trailing 3-months,  over the trailing 3-year and 5-year periods they have largely outperformed as in those time frames the market has primarily experienced upward momentum.

Like what you read? Subscribe to our mailing list and receive notifications when new content is posted.

* indicates required
Interested Posts

Follow us on social media!

Important Disclosures:  Please remember that past performance may not be indicative of future results.  Different types of investments involve varying degrees of risk, and there can be no assurance that the future performance of any specific investment, investment strategy, or product made reference to directly or indirectly from The Market Commentator℠, will be profitable, equal any corresponding indicated historical performance level(s), or be suitable for your portfolio.  Due to various factors, including changing market conditions, the content may no longer be reflective of current opinions or positions.  Moreover, you should not assume that any discussion or information contained in The Market Commentator℠ serves as the receipt of, or as a substitute for, personalized investment advice from The Milwaukee Company™.