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View Stanislaw Zarzycki's Comments
MTUM: Profiting From The Madness Of Crowds
This is similar to AQR Momentum fund. The problem is the same as always - a good looking back test that does not perform in real life. All you have to do it to run the returns of MTUM against S&P 500 over last 6 month to see that it under-performs a static S&P 500 allocation. Of course no one mentions that. Thanks Morningstar to pushing another useless product.
Oct 15, 2013. 08:53 AM
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