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home / news releases / VPU - Vanguard Sectors ETF Portfolio: New Momentum Strategies


VPU - Vanguard Sectors ETF Portfolio: New Momentum Strategies

  • New absolute momentum assets are used in dual momentum strategies applied to a portfolio of Vanguard sector ETFs.
  • In addition to momentum strategies with monthly or quarterly rebalancing, we developed a strategy that changes allocations as soon as market state changes.
  • The new strategy responds quicker to changes in the market behavior. It achieves improved performance over the strategies with periodic rebalancing.

For further details see:

Vanguard Sectors ETF Portfolio: New Momentum Strategies
Stock Information

Company Name: Vanguard Utilities
Stock Symbol: VPU
Market: NYSE

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