S&P 500 Systematic Downside Protection
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12 June 2025One Pager
EEM Strength Target Strategy
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
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