Sector Selection Model
        Mar
        06
        2020
    
Enhancing Country Rotation With Sector Concentrations
A dramatic shift of country weights within EM indexes has become an inadvertent challenge for a country rotation strategy. Due to this, we tested the integration of a momentum-based sector rotation model to attain exposure to the top-rated sectors to represent the markets of the largest country components instead of seeking to obtain “whole market” exposure.
 
                 
        