Tag Archives: rate response
Low Volatility Rate Response – Interest Rate Changes and Relative Performance
In a prior post, we saw that during sharp rising interest rate periods, the S&P 500® Low Volatility Rate Response fared better than the S&P 500 Low Volatility Index, even though both indices generally underperformed the S&P 500. In this post, we examine if there is a relationship between the magnitude of interest rate changes…
- Categories Factors, S&P 500 & DJIA, Strategy
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- Categories
- Factors, S&P 500 & DJIA, Strategy
- Other Tags