Tag Archives: VEQTOR
Putting Defensive Indices to the Test
In January 2019, we highlighted several indices designed to reduce the impact of large equity market drawdowns. Here we analyze the same suite of indices divided across three broad categories: defensive equity, multi-asset, and volatility. This analysis simply reviews performance since the S&P 500®’s high on Feb. 19, 2020, through the close on Friday, March…
- Categories Factors, Strategy
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COVID-19, defensive equities, Dividend Aristocrats, factors, liquid alternatives, liquid alts, low volatility, managed risk, multi-asset, quality, RC2, risk control, risk management, risk parity, S&P 500 Dividend Aristocrats, S&P 500 Low Volatility, S&P 500 Quality, S&P Systematic Global Macro, smart beta, strategy
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- COVID-19, defensive equities, Dividend Aristocrats, factors, liquid alternatives, liquid alts, low volatility, managed risk, multi-asset, quality, RC2, risk control, risk management, risk parity, S&P 500 Dividend Aristocrats, S&P 500 Low Volatility, S&P 500 Quality, S&P Systematic Global Macro, smart beta, strategy
The Best Offense Is Defense – Why VEQTOR Outperformed Last Week
Six minutes after trading began on the New York Stock Exchange on March 9, 2020, the S&P 500® plummeted 7% and market-wide circuit breakers kicked in for the first time since the stock market crash of Oct. 27, 1997. However, the indices fell again later in the week and triggered another circuit breaker on Thursday,…
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The Best Offense
Some American football coaches are fond of citing the maxim that the best offense is a good defense — because even if your offense is having an unproductive day, a good defense means that you’re always in the game. A related principle applies to investing — in some environments, the best way to win is…
- Categories Equities, S&P 500 & DJIA, Strategy
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What is VEQTOR?
Recently, we have seen quite a bit of discussion on the S&P VEQTOR Indices. Most of the discussion focuses on its use of VIX futures, complicated allocation process, short back test history, and performance drag. This post is meant to to clarify a couple of the unique characteristics of this index. Initially it is worth…
The VIX Factor
After a strong 2013, the US equity market took a dive in January 2014 and dropped more than 3%. Is it a temporary market correction or something more substantial? Everyone has his own answer. Regardless of your outlook of the market, January has reminded us that market volatility is still one of the major risks…
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A Simple Hedge Strategy
Alternative investments for high net worth investors are like the weather — everyone talks about it, but no one does anything about it. In fairness, alternative investments — hedge funds, private equity, and the like — are often hard to access and complicated to explain. But if they can deliver on their promise of uncorrelated…