Sentences with phrase «outperformance in rising markets»
Outperformance in rising markets may indicate speculative behavior on the part of the portfolio manager.
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His evidence: rising short rates, low long - term rates (suggestive of little inflation), the rise in value stocks, and outperformance in emerging markets relative to U.S. equities.
Looking at quarterly data, since 1990 every one percentage point rise in industrial commodity prices (using the JOC Industrial Metals Index) has translated into roughly 0.30 % outperformance by emerging markets.
The potential addition of a small, rebalanced position in a strategy such as Short VIX could act to diminish the risk of underperformance in rising markets, and provides a potentially coherent way to capture two complementary sources of behavioral outperformance.
Low Volatility equity strategies have generated their long - term outperformance in part by mitigating losses in down markets; the price of this loss mitigation is that low vol strategies underperformed in rising markets.