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:
- All strategies suffered large losses so far this month as equities sold off amid rising interest rates.
- Sector Rotation suffered the most as it has a very large weighting to the technology sector, which was among the worst performing sectors month-to-date.
- Quality, Value, and High Dividend strategies have been performing the best year-to-date as investors put more money in to safer/less-volatile securities.
- Passive strategies have suffered the worst performance year-to-date as rising interest rates has caused their exposure to fixed income securities to put a drag on performance. All other strategies are 100% equity.