Skip to content
Mar 06 2020

Enhancing Country Rotation With Sector Concentrations

  • Mar 6, 2020

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.

Login

For full access, please enter your credentials.
Remember Me

About The Author

Jun Zhu / Sr. Research Analyst & Co-Portfolio Manager