Sentences with phrase «vol equity strategies»

The low - vol equity strategies» negative skew ranged from − 0.47 to − 0.80, comparable to that of the S&P 500 at − 0.76.

Both low - vol equity strategies and buy — write strategies have higher compound returns than the S&P 500.

Not exact matches

Low Volatility equity strategies have generated their long - term outperformance in part by mitigating losses in down markets; the price of this loss mitigation is that low vol strategies underperformed in rising markets.