Sentences with phrase «low volatility portfolios»

One prominent example of this is the construction of ranking - based, low volatility equity strategies where realized volatility is used to form low volatility portfolios.

My intuition is that investing in low volatility portfolios should help in regards to diversification as well.

Is this the best way to construct low volatility portfolios?

PowerShares Canada has two ETFs its considers truly active, said Christopher Doll, assistant vice-president of product management: PowerShares Tactical Bond ETF (PTB / TSX) and PowerShares Low Volatility Portfolio ETF (PLV / TSX).

That's why the PowerShares S&P 500 High Dividend Low Volatility Portfolio and its 3.7 % yield stick out in this category.

Two good picks for a rising interest rate environment are iShares Edge MSCI Minimum Volatility USA ETF (USMV) and PowerShares Standard and & Poor's 500 index Low Volatility Portfolio (SPLV), according to Todd Rosenbluth, director of ETF and mutual fund research at CFRA, an independent New York research firm.

The beta was 0.50, which basically tells me that I have a very boring low volatility portfolio.

A recent post from Barron's attempts to compare the performance of PowerShares S&P 500 ® Low Volatility Portfolio (ticker SPLV) to that of PowerShares S&P 500 ® High Beta Portfolio (SPHB).

Low Valuation, High Momentum, High Quality, Small Size, and Low Volatility portfolios select the companies in the fi rst quintile when ranked from highest to lowest score based on each respective factor, and equal - weights them.

On Feb. 21, for example, when bond yields jumped following the release of minutes from a Fed meeting, the PowerShares S&P 500 Low Volatility Portfolio ETF lost 0.8 per cent.

Several studies [1][2] have shown that low volatility portfolios have exposure to rising interest rate risk.

SPMV is based on the S&P 500 Minimum Volatility Index, but offers some important differences relative to rivals such as the iShares Edge MSCI Min Vol USA ETF (NYSE: USMV) and the PowerShares S&P 500 Low Volatility Portfolio (NYSE: SPLV).

Look at the performance of growth and momentum — as represented by the Vanguard Growth ETF (VUG) and the iShares Edge MSCI USA Momentum Factor ETF (MTUM)-- relative to other popular factors, as represented by the Vanguard Value ETF (VTV), the PowerShares S&P 500 Low Volatility Portfolio (SPLV) and the Vanguard High Dividend Yield ETF (VYM) in the chart below.

Other funds to see notable outflows this week were the PowerShares S&P 500 Low Volatility Portfolio (SPLV), with redemptions of $ 594 million; the iShares U.S. Real Estate ETF (IYR), with redemptions of $ 331 million; the United States Oil Fund (USO), with redemptions of $ 214 million; and the iShares 7 - 10 Year Treasury Bond ETF (IEF), with redemptions of $ 150 million.

For example, Power Shares markets an S&P 500 Low Volatility Portfolio (SPLV) and an S&P 500 High Dividend Low Volatility Portfolio (SPHD).

The PowerShares S&P 500 Low Volatility Portfolio ETF, for example, tracks an index that holds only the 100 steadiest stocks in the S&P 500, as measured by their volatility over the past 12 months.

The PowerShares S&P 500 Low Volatility Portfolio ETF, another one of the largest funds in the category by assets, is down only 5.3 per cent.

Several studies [1][2] have shown that low volatility portfolios have exposure to rising interest rate risk.

In fact, in recent years, there's been a surge of interest in low - volatility portfolios, prompting the launch of exchange - traded index funds such as iShares Edge MSCI Minimum Volatility USA ETF and PowerShares S&P 500 Low Volatility Portfolio, as well as mutual funds like Vanguard Global Minimum Volatility Fund.

How to do it: swap stock funds or individual stocks for a low volatility ETF like PowerShares S&P 500 Low Volatility Portfolio (SPLV).

Indeed, have a look at the new PowerShares S&P 500 Low Volatility Portfolio (SPLV), which includes the 100 companies in the S&P 500 with the most moderate price swings over the previous 12 months.

JL: Among funds you have advocated in just the past few months are the WisdomTree Europe Hedged Equity ETF (HEDJ) which allows investors European equity exposure while hedging a declining euro as well as low volatility alternatives like Emerging Markets MSCI Minimum Volatility ETF (EEMV) and PowerShares S&P 500 Low Volatility Portfolio ETF (SPLV).

For example, a low volatility portfolio and its inverse, a high volatility portfolio, both outperform the market by roughly 2 % — as long as they are systematically rebalanced.2 It is not the weighting method but the rebalancing operation that creates most of smart beta's excess return.

While low volatility funds, such as the PowerShares S&P 500 Low Volatility Portfolio (NYSE: SPLV), are among the most popular smart beta strategies,...

Rhea is the first to develop a project focused on hedging cryptocurrencies and maintaining a low volatility portfolio.