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State Street US Equity Sector Rotation ETF Portfolio

Key Facts

  • Seeks to provide capital appreciation by primarily using sector ETFs
  • Employs a tactical asset allocation approach that combines quantitative and qualitative analysis and dynamically adjusts active risk budgets relative to the benchmark
  • Typically rebalanced monthly, but rebalancing may occur more or less frequently depending on market conditions

Objective

Seeks to provide capital appreciation by tactically allocating among the GICS-defined sectors of the S&P 500 Index. Allocation decisions are based on a proprietary model, which incorporates macroeconomic, financial, and market data to arrive at a projected return forecast for each equity sector. These projections are used to determine the weightings of each equity sector to construct a portfolio that seeks to maximize expected return.

Evaluation Frequency

12-20 times per year

Explore the Portfolio

See the Target Allocations file under Quick Links for current holdings.

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Get in Touch

Contact the State Street Models Team for more information or call a State Street ETF representative at 866-787-2257.

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