---
title: Performance of Actively Managed ETFs
url: https://www.ml-quant.com/papers/repec/mfa-journl-v-30-y-2022-i-2-p-39-61/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:mfa:journl:v:30:y:2022:i:2:p:39-61
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mfa.com.my%2Fwp-content%2Fuploads%2F2022%2F10%2Fv30_i2_a3_pg39-61.pdf%3Bh%3Drepec%3Amfa%3Ajournl%3Av%3A30%3Ay%3A2022%3Ai%3A2%3Ap%3A39-61
featured: 2023-11-02
citations: unknown
topic: Portfolio & Allocation
---


# Performance of Actively Managed ETFs

A study from 2018-2021 reveals that actively managed Exchange Traded Funds (ETFs) in the U.S. did not yield significant above-market returns, indicating managers lacked superior market timing skills.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mfa.com.my%2Fwp-content%2Fuploads%2F2022%2F10%2Fv30_i2_a3_pg39-61.pdf%3Bh%3Drepec%3Amfa%3Ajournl%3Av%3A30%3Ay%3A2022%3Ai%3A2%3Ap%3A39-61
- Identifier: RePEc:mfa:journl:v:30:y:2022:i:2:p:39-61
- Released: 2022-12-23
- First featured: Quant Letter No. 24 (2023-11-02): https://www.ml-quant.com/issues/2023-11-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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