FolioBeyond’s ETF-based Fixed Income Models returned 9.92% and 7.57% in its dynamic volatility and static volatility versions, respectively, in 2023. These returns surpassed…
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FolioBeyond's algorithmic Fixed Income strategy returned +0.09% and +0.03% in its dynamic and static volatility versions, respectively, in August. The strategies outperformed…
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FolioBeyond's algorithmic Fixed Income strategy returned +0.09% and +0.03% in its dynamic and static volatility versions, respectively, in August. The strategies outperformed…
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FolioBeyond's algorithmic Fixed Income strategy returned +0.82% and +0.86% in its dynamic and static volatility versions, respectively, in July. Year-to-date, the strategies have outperformed a comparable risk bench..
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FolioBeyond's algorithmic Fixed Income strategy returned +0.74% and +0.37% in its dynamic and static volatility versions, respectively, in April. The strategies generally kept up with the modest rebound…
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FolioBeyond's algorithmic Fixed Income strategy returned -0.12% and -0.32% in its static and dynamic volatility versions, respectively, in March. The strategies continued their historical outperformance…
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FolioBeyond's algorithmic Fixed Income strategy returned -0.13% and -0.71% in its static and dynamic volatility versions, respectively, for February. The strategies outperformed the Bloomberg…
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FolioBeyond’s algorithmic Fixed Income strategy returned -0.08% and -0.33% in its dynamic and static volatility versions, respectively, for January. In comparison, the Bloomberg…
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FolioBeyond’s algorithmic Fixed Income strategy returned +0.89% and +0.59% in its dynamic and static volatility versions, respectively, for December. As a reminder, the dynamic…
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With two months of the 4th quarter under our belts, we have seen a major short-term reversal in relative sector strength in the Equity markets. After lagging significantly for some time…
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FolioBeyond’s algorithm underlying the S-Network FolioBeyond Optimized Fixed Income Index (“SNFBFI”) returned -0.13% (net of a 30bp annual fee assumption) in September versus -0.45…
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FolioBeyond’s algorithm underlying the S-Network FolioBeyond Optimized Fixed Income Index (“SNFBFI”) returned -0.04% (net of a 30bp annual fee assumption) in September…
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FolioBeyond’s algorithm underlying the S-Network FolioBeyond Optimized Fixed Income Index (“SNFBFI”) returned -0.17% (net of a 30bp annual fee assumption) in July …
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The graph below shows FolioBeyond’s forward-looking risk and return measures for various sector ETFs in a scatter plot. This overview should be helpful in…
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FolioBeyond’s algorithm underlying the S-Network FolioBeyond Optimized Fixed Income Index (“SNFBFI”) returned +1.35% (net of a 30bp annual fee assumption) in July versus +1.49% for the Bloomberg Barclays U.S. Aggregate…
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FolioBeyond’s algorithm underlying the S-Network FolioBeyond Optimized Fixed Income Index ("SNFBFI") returned +0.15% (net of 30bp annual fee assumption) in June versus …
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FolioBeyond’s core Fixed Income strategy, as calculated through the S-Network FolioBeyond Optimized Fixed Income Index ("SNFBFI"), returned +0.72% (net of 30bp annual…
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FolioBeyond’s algorithm underlying the S-Network FolioBeyond Optimized Fixed Income Index ("SNFBFI") returned +0.84% (net of 30bp fee assumption) in April versus +1.78% for the Bloomberg…
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FolioBeyond’s algorithm underlying the S-Network FolioBeyond Optimized Fixed Income Index ("SNFBFI") returned -4.93% (net of 30bp fee assumption) in March…
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FolioBeyond’s algorithm underlying the S-Network FolioBeyond Optimized Fixed Income Index (SNFBFI) was up 0.10% in February versus 1.80% for the Bloomberg Barclays U.S. Aggregate Bond Index (“AGG”). Over the past 12 months, SNFBFI…
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