Sentences with phrase «against the volatility index»

Not exact matches

The stock market's slump that month prompted the largest one - day spike in the Cboe Volatility Index (known as the VIX), as traders who had bought products designed to profit off a subdued VIX hedged against further losses.

On Monday, Cramer wanted investors to keep an eye on the risky, leveraged funds that enable traders to bet against volatility, defined as the amount of uncertainty in the size and direction of changes in the market and most commonly tracked by the CBOE Volatility Indevolatility, defined as the amount of uncertainty in the size and direction of changes in the market and most commonly tracked by the CBOE Volatility IndeVolatility Index, or VIX.

The hybrid indexes control volatility in fixed indexed annuities, but some say that FIAs inherently protect against volatility already.

The Strategic Growth Fund remains fully hedged, with the same «staggered strike» position we had at the 2007 peak, which strengthens our defense against potential market losses by raising the strike prices of our defensive put options, at a cost of just over 1 % of assets in additional put premium (which is relatively inexpensive with the CBOE volatility index currently at about 17).

Scrambling to hedge their positions against further losses, investors bid up the prices of options, leading to the surge in the VIX, a gauge that measures the implied volatility of near - term S&P 500 index options.

Against that backdrop, the MSCI U.S. Minimum Volatility Index slightly lagged the S&P 500 for the first three quarters of the year before roaring ahead to end 2015 at 16.5 %, compared to the S&P's 13.7 %.

Both have similar return outperformance (+13 % p.a.) but TB ran 0.64 x index volatility vs. Schloss at 1.14 x. Just looking at those two statistics I would suggest TB's outperformance is much more remarkable, but the additional 12 years of outperformance by Schloss moves the odds against him astronomically.

In short, we are well hedged against the potential for significant market losses, but with the implied volatility on index options fairly low, we've used shorter - term market fluctuations to modify our hedges in a way that better allows for any extension of the market's advance.

By inspection, it's easy to see that the two major stock indices that Canadian investors will benchmark themselves against have volatilities between 7 % and 19 %, with the average likely being somewhere around 14 %.

«Exclusionary indexes don't allow investors who are concerned about fossil fuel volatility to protect against downstream or supply chain impacts of oil fluctuations or policy changes,» stated the report.

There is also the question of which index to measure bitcoin's volatility against.

Beta is a measure of an individual stock's price volatility against a broader market measure, which is typically an index like the S&P 500.

The CBOE Volatility Index (VIX) is progressively becoming the first inversely - correlated asset (to my knowledge) to provide moderate protection against wildly fluctuating Bitcoin prices.