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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
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15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.7% country picking, factor investing, momentum, rotational system, smart beta
14Momentum Factor Effect in StocksMonthlyequities8.3%16.6%factor investing, momentum, momentum in stocks, smart beta, stock picking
8Currency Momentum FactorMonthlycurrencies7.61%10.22%factor investing, forex system, FX anomaly, momentum, smart beta
3Sector Momentum – Rotational SystemMonthlyequities13.94%18.38%momentum, rotational system, sector picking
2Momentum Asset Allocation StrategyMonthlybonds, commodities, equities, REITs14.49%11%asset class picking, momentum, rotational system
1Asset Class Trend-FollowingMonthlybonds, commodities, equities, REITs11.27%6.87%asset class picking, momentum, trend-following
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