Sentences with phrase «decade lower volatility»

Over the past decade lower volatility stocks in the S&P 500 have outperformed the index as a whole.

Not exact matches

This wasn't unexpected, since the market was rising in just the right mix of conditions: Volatility as measured by the Cboe's index was at historic lows, the GOP was set to pass the most comprehensive corporate - tax reform in decades, and economies around the world were in growth mode.

Now as economic indicators like low unemployment and increased consumer spending tick toward the positive, many economists are pointing to a limited rate hike as a way to move the economy towards normalcy after the volatility of the past decade.

Subsequent to the election, the VIX index of volatility closed at its lowest level in over two decades.

For nearly a decade, ultra-low interest rates meant the historic and natural relationship between debt accumulation and default rates broke down, generating sustained low volatility in both credit and equity markets.

In fact, the CBOE Volatility Index (VIX) traded at its lowest level in decades for much of the year.1 Known as the fear gauge, the VIX reflects the market's short - term outlook for stock price vVolatility Index (VIX) traded at its lowest level in decades for much of the year.1 Known as the fear gauge, the VIX reflects the market's short - term outlook for stock price volatilityvolatility.

It'll no doubt prove too little too late after a decade of algorithmic experimentation in a low volatility world.

decade - long low level and volatility of government bond yields led financial institution to take massive notional amounts of interest rate risk

Although it reveals some volatility over the last 2 decades in the jobless rate for early - career scientists, the rate remains very low.

As you can see, the volatility of returns in Canada and the US has been about 50 % lower in the last three and five years than it was during the past two decades.

Looking back from February 2007 onward, that month was the real transition from decade's low volatility (VIX) levels towards a steady trend of rising volatility in the markets.

Van Hulzen, which has managed equity and covered call portfolios for over a decade, will employ its proprietary risk management process, which targets lower portfolio volatility.

For nearly a decade, ultra-low interest rates meant the historic and natural relationship between debt accumulation and default rates broke down, generating sustained low volatility in both credit and equity markets.

From today's baseline of elevated prices in low - volatility stocks, the low beta factor may well provide disappointing returns over the next decade.

The statistics that I have seen on the returns on commodities, over the past two decades or so, have generally shown that they exhibit lower expected returns and higher price volatility than equities.

Given that we have gone through 2 nasty bear markets since 2000, the hedged portfolio shows slightly better returns since inception but with much lower volatility than the long only strategy and has not had a down year in the past decade:

Markets, after nearly a decade of low rates and low growth, are adjusting to the new normal and corresponding volatility — and while China may own over a trillion dollars of U.S. debt, that's less than 20 percent of all debt owned by foreign nations, and a fifth of what America owes itself.