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Cologne Asset Management Announces Q2 2021 ETF Portfolio
Cologne Asset Management RP Rhineland Portfolio Management has unveiled its top ETF picks for the second quarter of 2021. The portfolio, which is rebalanced every three months, includes ten ETFs that have been selected using a unique quantitative model.
The goal of this selection process is to achieve a quick return to the historical market average, known as mean reversion. Mirko Hajek, the new CEO of the Cologne-based company, is the portfolio manager responsible for this review.
The process involves systematic screening of ETFs based on quantitative factors such as liquidity, tracking error, expense ratio, and underlying index quality. Factor models considering momentum, value, volatility, or quality metrics at the ETF or underlying asset level are also utilised.
Backtesting of historical performance and risk statistics is used to optimise portfolio construction, with regular rebalancing based on predefined quantitative rules. The model also considers various momentum and trend indicators, looking for ETFs that are significantly below their market average.
Unfortunately, the specific top ten ETFs selected for Q2 2021, as well as details on their unique quantitative selection process, are not publicly available at this time. Consulting Cologne Asset Management’s official publications, quarterly reports, or direct contact with their investor relations may be necessary to obtain this information.
Investors interested in this select portfolio can find a slideshow of the top ETF selection from a total of 171 products on the company's website. For more information about Cologne Asset Management and their investment strategies, visit their official website.
- The quantitative model used by Cologne Asset Management for its ETF selection process in Q2 2021 includes factors such as finance-related aspects like liquidity, expense ratio, and underlying index quality.
- Mirko Hajek, the CEO of Cologne Asset Management, is responsible for the investing decisions made by the company, aiming to achieve a quick return to the historical market average through systematic ETF screening and its unique quantitative model.
