Tag Archives: protection
Holding Period Returns
What is the appropriate observational period for evaluating an investment strategy? This question is important, because different observational periods can produce different conclusions. For example, for the first 11 weeks of 2022, one of our better-performing factor indices has been the S&P 500® Low Volatility Index. Through March 18, 2022, Low Vol had declined 4.7%,…
Cushioning the Decline
With the S&P 500 down -14.7% for calendar 2020, and -18.8% since its peak in late February, investors are rightly concerned to identify strategies that might help to mitigate the ongoing decline. A number of defensive factor indices have performed relatively well in March, but the leader for the year so far is S&P 500…
- Categories Equities, Factors, S&P 500 & DJIA, Strategy
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Ports in the Storm
Since last fall, the S&P 500 has gone through three distinct downdrafts. Between September 18 and October 15, the index fell by 7.3%. It recovered that lost ground, and then some, rising 11.8% through December 5. Then a second, less severe, decline began, as the index fell 4.9% between December 5 and December 16,…
- Categories Equities, S&P 500 & DJIA, Strategy
- Other Tags
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- Equities, S&P 500 & DJIA, Strategy
- Other Tags