Tag Archives: drawdowns
Do Friendly Bears Exist?
“Never sell the bear’s skin before one has killed the beast.” Jean de La Fontaine. On Wall Street, bear markets represent declines of at least 20% from their highs. But on Main Street, bears are anthropomorphized as friendly. Here we look at whether bears can also be “friendly” in financial markets, looking at the S&P…
- Categories Equities, S&P 500 & DJIA
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Drawdown Analysis of Low Volatility Indices
One of the objectives of low volatility strategies is to provide higher risk-adjusted returns than their respective benchmarks over the long run, primarily by reducing drawdowns during market downturns. In the U.S. market, both the S&P 500® Low Volatility Index and the S&P 500 Minimum Volatility Index have shown outperformance over the S&P 500, not…
- Categories Factors
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