INDEX
6.32 %
12 months
SPY
8.13 %
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 | -2.80% | -5.35% | -3.89% |
7d | 30d | ytd | |
---|---|---|---|
sharpe | -13.61 | -2.91 | -1.15 |
volatility | 6.79% | 17.57% | 13.31% |