Tag Archives: S&P/BOVESPA Low Volatility Index
Managing Equity Risk in Brazil
Brazilian equity market experienced a significant pullback during the month of May due to political concerns. The correction amounted to being the worst one-day drop since Dec. 30, 2009. On May 18, 2017 alone, S&P Brazil BMI dropped 8.85%. On the same day, the S&P/BOVESPA Low Volatility Index posted -5.72%, over 300 bps less than…
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