Our trio of proprietary strategies were a mixed bag of performances last week (through Friday, Aug. 20) vs. the benchmark (G.B16), which shed 1.5%, courtesy of a broad-based selloff in global markets.
Our trio of proprietary strategies were a mixed bag of performances last week (through Friday, Aug. 20) vs. the benchmark (G.B16), which shed 1.5%, courtesy of a broad-based selloff in global markets.