INDEX
13.09 %
12 months
SPY
14.71 %
12 months
A sector ETF rotation model that seeks to deliver performance relative to the S&P 500 while managing downside risk
Name | BX/Dynalogic Sector Rotation Index |
Stage | live |
Calculation Frequency | eod |
Bloomberg Ticker | |
FIGI | |
Start Time | 2009-03-01 21:00:00 |
End Time | |
Created At | 2009-04-01 00:00:00 |
7d | 30d | ytd | |
---|---|---|---|
returns | 1.49% | 1.32% | 13.16% |
7d | 30d | ytd | |
---|---|---|---|
sharpe | 8.22 | 1.41 | 0.93 |
volatility | 14.15% | 12.31% | 18.08% |