Tag Archives: Downside Protection

Four Decades of the Low Volatility Factor

Many financial theories are based on the idea that riskier investments should offer higher returns.  However, there is a bank of evidence – accumulated since the 1970s – showing that less volatile stocks posted higher risk-adjusted returns across a number of time horizons, regions, and market segments, historically. S&P Dow Jones Indices produces a range Read more […]

A Little Bit of Low Vol Can Go a Long Way

The fourth quarter of 2018 was pretty turbulent for global equities.  Volatility and correlations rose, the majority of the S&P Global BMI’s 48 country constituents declined by double digits, recent darlings among factor strategies (momentum and growth) lagged, and the S&P 500’s 13.52% quarterly plunge left the benchmark with its first calendar-year loss in a Read more […]

Dividend Growth Strategies and Downside Protection

2018 ended on a sour note for the S&P 500®, as the index declined by more than 9% in December alone. The drop-off resulted in the first negative calendar year return (-4.38%) for the S&P 500 (TR) since the financial crisis (2008). Meanwhile, the S&P 500 Dividend Aristocrats®, which is designed to measure the performance Read more […]

Gold Shines With Its Biggest 2-Day Gain Since 2011

According to my colleague, Howard Silverblatt, Senior Index Analyst, “The S&P 500 posted a $317.2 billion fall, after Friday’s $656.9, making the two-day fall $974.2 billion – the third worst on record.  The 2-day point drop of 112.79 was the second worst point drop on record, and on a percentage basis, the 5.37% decline for 2-days is Read more […]