Sentences with phrase «low volatility characteristics»

Low Volatility ETFs invest in securities with low volatility characteristics.

The iShares Edge MSCI Min Vol Emerging Markets ETF seeks to track the investment results of an index composed of emerging market equities that, in the aggregate, have lower volatility characteristics relative to the broader emerging equity markets.

Not exact matches

However, upon completion of this due diligence, sponsors may find that stable value funds offer them an attractive combination of characteristics including principal protection, superior investment returns, and relatively low volatility.

Their analysis involves (1) estimating the factor characteristics of each stock in a broad index; (2) aggregating the characteristics across all stocks in the index; and (3) matching aggregated characteristics to a mimicking portfolio of five indexes representing value, size, quality, momentum and low volatility styles, adjusted for estimated expense ratios.

Similarly, the S&P BSE Quality Index had relatively lower return volatility and the smallest drawdown among the four factors, highlighting the defensive characteristics of the quality factor.

There are many characteristics of company quality, including gross profitability, growing profits, safety (low volatility, leverage, and credit risk), and payout (payment of a dividend).

One of the main drivers of this exposure stems from the bond - like characteristics of sectors usually favored by low volatility strategies, such as utilities and consumer staples.

These strategies are designed to smooth out return characteristics, lower portfolio volatility or create an additional source of income — without making changes to the underlying portfolio.

Narrow range uses characteristics of low volatility to identify when conditions are ripe for a big move.

The manager believes that a focus on all three factors — value, momentum, and tactical hedging, produces a portfolio of companies that offer strong characteristics, with the potential added benefit of lower volatility and protecting against market downturns.

Stability is the strategy of buying stocks with defensive characteristics, such as low volatility, low beta, and low leverage.

With the aid of the low volatility screen, the S&P Access Hong Kong Low Volatility High Dividend Index exhibited more defensive characteristics with reduced return drawdown during bear market phases compared with the simple high dividend yield portfollow volatility screen, the S&P Access Hong Kong Low Volatility High Dividend Index exhibited more defensive characteristics with reduced return drawdown during bear market phases compared with the simple high dividend yield volatility screen, the S&P Access Hong Kong Low Volatility High Dividend Index exhibited more defensive characteristics with reduced return drawdown during bear market phases compared with the simple high dividend yield portfolLow Volatility High Dividend Index exhibited more defensive characteristics with reduced return drawdown during bear market phases compared with the simple high dividend yield Volatility High Dividend Index exhibited more defensive characteristics with reduced return drawdown during bear market phases compared with the simple high dividend yield portfolio.

With those characteristics in mind, Exhibit 3 shows the performance of a hypothetical portfolio («MIX»), comprising a small position in Short VIX (7.5 % weighting), with the remainder in Low Volatility.

Although it has an intimidatingly long name (we shall use «Short VIX» to refer to it), it has inviting characteristics as a potential diversifier for Low Volatility.

«So far the characteristics of bitcoin have included very high volatility but also a very low level of correlation with other asset classes,» Bernstein said in a note to clients Monday.