• OpenMetrics

Managed ETFs

Efficient investment products meet advanced risk management…

Nowadays, investors are highly concerned about the costs of active investment structures if these do not add significant value to their portfolio. This leads to significant inflows to ETFs, which cover a broad range of indices, asset classes and investment styles providing high liquidity at comparably lower costs.

Especially for passive investment styles, there is almost no incentive to keep mutual funds in the portfolio if equity index tracker ETFs provide higher net performance. However, the main problem is that on one side equity index ETFs typically often outperform many active equity funds but cannot protect against drawdowns during market crises.

In this paper we show that advanced overlay technologies can preserve significant index performance and protect against large drawdowns as well…so…the best of both worlds…

You may download the paper here: