Sentences with phrase «volatility index underperformed»

In this period, the S&P 500 Low Volatility Index underperformed by nearly 42 % from October 1998 through January 2000.

The S&P 500 Low Volatility Index underperformed the S&P 500 in 9 of the 10 periods, with an average excess return of -8.92 % and median excess return of -5.44 %.

The S&P 500 Low Volatility Index underperformed the benchmark 60 % of the time when interest rates rose and underperformed by an average of -0.60 %.

Not exact matches

The above historical performance figures from Morningstar indicate that the fund had a higher volatility (expressed as a standard deviation of returns) and underperformed the S&P 500 ® index, its best - fit benchmark, on a risk - adjusted basis (Sharpe Ratio) in both the three - and five - year trailing periods.

For example, equally - weighted indices outperform and minimum - volatility underperforms when growth is strengthening.

However, by adopting a sector rotation strategy, you run the risk that your portfolio may experience increased volatility and may underperform the broader market indexes.