Not exact matches
While the VIX and other measures
of equity market
volatility are flirting with historic lows,
volatility in other asset classes remains elevated
relative to the summer
levels.
For investors, the plot thickens: Across the globe, «returns across asset classes have been unusually high
relative to their
levels of volatility,» says Morgan Stanley Global Strategist Andrew Sheets.
The
relative calm
of the last few years has given way to increased
levels of volatility in commodities, equities, currencies and, even interest rates.
The
level of inflation
volatility is still low,
relative to the peaks reached during prior secular bear markets.
Bollinger Bands allow users to compare
volatility and
relative price
levels over a period
of time.
Through the Paradigm investment process, ETFs are examined for their
relative and absolute
levels of volatility and then categorized as either «normal» or «volatile».