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Tag: low volatility
Chart of the Month – Low volatility does not mean low risk!
Low volatility does not mean low risk! In an environment characterized but high political and policy risk, low levels of market volatility seem paradoxical. Volatility expectations for stocks and bonds have sunk to levels not seen since 1990. The VIX Index, which reflects a market estimate of future equity volatility,…
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A mixed picture for low volatility names
Low vol as a factor has had a mixed year. It outperformed at the beginning of the year during the spikes in volatility in Q1 but gave quite a bit back as the market moved from defensives to cyclicals, basic materials and EM names. That being said, the headline numbers…
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