The iShares Sector Rotation ETF Portfolio [ISHRSECT] is designed to identify major sector themes in the market place through the use of the Point & Figure relative strength tools. The portfolio's composition is based on relative strength and is applied by comparing the iShares inventory components to one another by means of point & figure relative strength analysis. The relative strength analysis is then aggregated using a relative strength "matrix" ranking process, and the number of holdings are then based on the highest realtive strength components within the inventory of holdings. For more information on the portfolio construction and back testing, click here. The iShares Sector Rotation Portfolio will be updated Thursday mornings by 9:30 am EST.
The iShares Sector Rotation ETF Portfolio ISHRSECT is designed to identify major sector themes in the market place through the use of the Point & Figure relative strength tools. The portfolio's composition is based on relative strength and is applied by comparing the iShares inventory components to one another by means of point & figure relative strength analysis. The relative strength analysis is then aggregated using a relative strength "matrix" ranking process, and the number of holdings are then based on the highest realtive strength components within the inventory of holdings. For more information on the portfolio construction and back testing, click here. The iShares Sector Rotation Portfolio will be updated Thursday mornings by 9:30 am EST.
The iShares Tactical ETF Portfolio ISHRTACTICAL is designed to identify major asset class and sector themes in the market place through the use of the Point & Figure relative strength tools. The portfolio's inventory draws primarily on sub-sector iShares, some asset class ETFs, and some commodity based iShares. Relative strength is compared not only to the market indices but also to the other iShares in the inventory. This model will also incorporate the use of fixed income ETFs to help mitigate risk in the portfolio. For more information on the portfolio construction and returns since the inception in 2002, click here. The iShares Tactical Portfolio will be updated Thursday mornings by 9:30 am EST.
The iShares International Model ISHRINTL is designed to identify themes within the international equity asset class, in terms of country and region strength. The portfolio's inventory is made up of approximately 45 International iShares ETFs. We implement the relative strength matrix metholodology as the rules-based decision making strategy for buy and sell decisions within the model. For more information on portfolio construction and performance, you can visit the model's information file attached here.
The iShares Developed Market Model ISHRDEV is designed to identify themes within the developed market space, in terms of country strength. The portfolio's inventory is made up of approximately 27 developed market iShares ETFs. We implement the relative strength matrix metholodology as the rules-based decision making strategy for buy and sell decisions within the model. For more information on portfolio construction and performance, you can visit the model's information file attached here.
The iShares Emerging Market Model ISHREMERG is designed to identify themes within the emerging market space, in terms of country strength. The portfolio's inventory is made up of approximately 27 emerging market iShares ETFs. We implement the relative strength matrix metholodology as the rules-based decision making strategy for buy and sell decisions within the model. For more information on portfolio construction and performance, you can visit the model's information file attached here.
Be sure to check out the iShares DALI Organizer Tool which shows you which asset classes are emphasized in DALI and then provides you with at least one model per all asset classes. In addition, from this one link you can input a dollar amount and then allocate that money across the different models. The iShares DALI Organizer Tool will then automatically calculate exactly how many shares to buy and exactly what percentage that position represents in a portfolio. You can then export this information to excel to potentially interact with your trading system.
