The Riskalyze Report: Advisors Trade Low Vol for High Beta

Posted by

At the request of so many investment advisors, my friends at Riskalyze share the big trends in the assets going into and coming out of advisor portfolios every week. The underlying data is aggregated from hundreds of thousands of client accounts across the $120 billion and counting that advisors manage on the Riskalyze platform*. I hope we can uncover interesting trends for you each week…

Riskalyze

July 31st – August 6th

Winners (advisor flows TO these investments increased substantially):
  1. Russell 2000 (IWM, IWN)
  2. Nasdaq (QQQ)
  3. Gold (GLD)

Losers (advisor flows FROM these investments increased substantially):

  1. Berwyn Income (BERIX)
  2. Utilities (VPU)
  3. 3-7 year US Treasury (IEI)

 

Josh here – Mike McDaniel, CIO of Riskalyze, tells us that “Advisors increased usage of each of the winners by over 8% week over week. Advisors decreased use of each of the losers by over 8% week over week.” These are consequential trades. Most interesting to me is to see the wind coming out of sails of the STUB trade (Staples, Telecom, Utilities and Bonds) a little bit.

Also notable that advisors are warming up to the Nasdaq, the last big index to break out, as well as small caps, which are themselves in the midst of a little outperformance right now. See my earlier post on the small cap relative breakout here.

*(to state the obvious, Riskalyze does not share client sensitive data with me or use animals in testing).

This content, which contains security-related opinions and/or information, is provided for informational purposes only and should not be relied upon in any manner as professional advice, or an endorsement of any practices, products or services. There can be no guarantees or assurances that the views expressed here will be applicable for any particular facts or circumstances, and should not be relied upon in any manner. You should consult your own advisers as to legal, business, tax, and other related matters concerning any investment.

The commentary in this “post” (including any related blog, podcasts, videos, and social media) reflects the personal opinions, viewpoints, and analyses of the Ritholtz Wealth Management employees providing such comments, and should not be regarded the views of Ritholtz Wealth Management LLC. or its respective affiliates or as a description of advisory services provided by Ritholtz Wealth Management or performance returns of any Ritholtz Wealth Management Investments client.

References to any securities or digital assets, or performance data, are for illustrative purposes only and do not constitute an investment recommendation or offer to provide investment advisory services. Charts and graphs provided within are for informational purposes solely and should not be relied upon when making any investment decision. Past performance is not indicative of future results. The content speaks only as of the date indicated. Any projections, estimates, forecasts, targets, prospects, and/or opinions expressed in these materials are subject to change without notice and may differ or be contrary to opinions expressed by others.

Wealthcast Media, an affiliate of Ritholtz Wealth Management, receives payment from various entities for advertisements in affiliated podcasts, blogs and emails. Inclusion of such advertisements does not constitute or imply endorsement, sponsorship or recommendation thereof, or any affiliation therewith, by the Content Creator or by Ritholtz Wealth Management or any of its employees. Investments in securities involve the risk of loss. For additional advertisement disclaimers see here: https://www.ritholtzwealth.com/advertising-disclaimers

Please see disclosures here.

What's been said:

Discussions found on the web
  1. sex commented on Sep 18

    … [Trackback]

    […] Here you will find 81671 more Information on that Topic: thereformedbroker.com/2016/08/08/the-riskalyze-report-advisors-trade-low-vol-for-high-beta/ […]

  2. w88 commented on Sep 20

    … [Trackback]

    […] Find More to that Topic: thereformedbroker.com/2016/08/08/the-riskalyze-report-advisors-trade-low-vol-for-high-beta/ […]

  3. Immediate Edge Review commented on Sep 22

    … [Trackback]

    […] Read More on to that Topic: thereformedbroker.com/2016/08/08/the-riskalyze-report-advisors-trade-low-vol-for-high-beta/ […]

  4. Social Media Marketing commented on Oct 10

    … [Trackback]

    […] Find More Info here to that Topic: thereformedbroker.com/2016/08/08/the-riskalyze-report-advisors-trade-low-vol-for-high-beta/ […]

  5. 토토 commented on Oct 17

    … [Trackback]

    […] Here you will find 40647 additional Info to that Topic: thereformedbroker.com/2016/08/08/the-riskalyze-report-advisors-trade-low-vol-for-high-beta/ […]

  6. tangerine banque sign-in commented on Nov 14

    … [Trackback]

    […] Read More here on that Topic: thereformedbroker.com/2016/08/08/the-riskalyze-report-advisors-trade-low-vol-for-high-beta/ […]

  7. Kampala International University commented on Dec 30

    … [Trackback]

    […] Find More here on that Topic: thereformedbroker.com/2016/08/08/the-riskalyze-report-advisors-trade-low-vol-for-high-beta/ […]

  8. Kimber Guns In Stock commented on Jan 21

    … [Trackback]

    […] Find More Information here to that Topic: thereformedbroker.com/2016/08/08/the-riskalyze-report-advisors-trade-low-vol-for-high-beta/ […]

HowIInvestMyMoney