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

Other posts

C8 Weekly Bulletin: Trick or Treat for ‘Long Only’?

BY ROBERT MINIKIN

This week’s Fed meeting will be watched closely for hints of a policy pivot following reports that some officials favour slower policy tightening and amidst a revival in global risk appetite. In this Bulletin we take a look at the recovery in the performance of 'long only' strategies on the C8 platform. Read more →

C8 Weekly Bulletin: Can US Earnings Rebound as Forecast

BY SCOTT DOUGLASS

We follow-up from last week’s piece by IVI Capital on US debt dynamics, with an… Read more →

C8 Weekly Bulletin: Backing Value over Defensive – NDR’s Smart Sector

BY JON WEBB

January’s 6.2% advance in the US S&P500 index was far from uniform with sector performances stretching from a 15% gain in consumer discretionary to a 2% retreat in utilities. Given the importance of sectoral positioning - alongside overall market-directional bets - this week we give the opportunity to our index provider, Ned David Research, to outline the big calls from its 'Dan Hagen/ NDR Smart Sector with Catastrophic Stop' strategy. Read more →

Back to all posts →