FolioBeyond S-Network Fixed Income Commentary February 2021

Volatility is back in interest rates and a rules based tactical approach to portfolio construction is more important than ever. Are you ready for a rise in interest rates?

BY SARAH GRIECO

FolioBeyond S-Network Fixed Income Commentary February 2021

FolioBeyond’s algorithmic Fixed Income strategy returned -0.13% (net of a 30bp annual fee assumption) in February. The strategies outperformed the Bloomberg Barclays U.S. Aggregate Bond Index (“AGG”) return of minus 1.44%. As a reminder, the static volatility version targets a constant annual volatility of 3.5%, generally corresponding to the long-term average volatility of AGG.

Read the full commentary here

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