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12 June 2025One Pager
EEM Strength Target Strategy
By Validus - 12 June 2025
EEM Strength Target Strategy
Kambiz Kazemi, Chief Investment Officer
Summary
The EEM Strength Target Strategy dynamically adjusts exposure to the EEM ETF using momentum-based signals. The strategy reduces allocation after extended strength and increases it during or after stress periods, aiming to improve long-term performance and capital efficiency while maintaining an average exposure of 64%.
What's inside
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Strategy overview
- Performance vs. EEM ETF
- Capital efficiency
- Correlation and stability metrics
Source
Bloomberg and Validus Risk Management