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Tag Archives: S&P/TSX Low Volatility Index

Sep 16, 2022

Equity Woes Continue

Canadian equities continued their decline, losing another 8.76% (through September 15, 2022) since the last rebalance of the S&P/TSX Low Volatility Index on June 17.  Characteristically for a falling market, Low Volatility outperformed (by 13 basis points), declining 8.63%. As it had done in June, volatility again increased for every sector of the S&P/TSX Composite…

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