The funds billed as momentum-based have fulfilled their mandate, highlighting sharp performance differences between the US market, international developped and global markets
For risk-sensitive investors, filters based on ‘high beta’ alignment to market trends and momentum in combination with low volatility targets may well have achieved an optimal alignment
In an upward trending market, the investment models of Goldman Sachs
The impact of future market reversals – and possible volatility blow-out - will inform on the balance struck by the funds between potentially adversarial factors
For deeper insights, rank the fund selection by performance or by volatility for the selected time period
Over time, fund price momentum signals trends of the last 5 days against a 20-day average
For comparison, select various time frames in the top right menu box, from 2 weeks to a full year (performance of some very recently listed ETFs may not be significant for lack of price data)