…badly as Price/Book in the past decade, they might be seeing similar scrutiny. And this idea doesn’t just apply to value investing metrics. Low volatility investing has certainly been hot…
Search Results for: low-volatility funds
Another Hedge Fund Giant is Returning Investor Capital
…macro managers who have closed funds in recent years including Paul Tudor Jones and Hugh Hendry. According to eVestment data, investors pulled $180 million from macro hedge funds in October,…
The Misery of Value Investing
…is due primarily to the increase in corporate profit margins that has been fueled by low interest rates, low taxes and stagnant wages. This is echoed by GMO’s Ben Inker,…
Listening to “Armageddonist” Predictions Can Prove Costly
…time of those predictions and found that the losses reached as high as 60% (outlined in the chart below): The article emphasizes that, although a recession will come eventually, Cembalest’s…
Dimensional Changes investment Process
…examined the behavior of stocks with high investment—as measured by asset growth—and “whether it could be used to improve returns for investors.” The authors found that companies with lower cash…
Prepare for Long Period of Low Returns
A recent article in CFA Institute offers insight from AQR’s Antti Ilmanen on how investors can adapt to a low-interest rate environment. The article reports that at a recent conference…
If You Think You're Diversified, Think Again
…on testing a strategy that buys the least volatile stocks within the Russell 1000 index and sells the most volatile ones as a measure of how the volatility factor performs….
Five Questions: The Man Who Solved the Market with Gregory Zuckerman
…over that period and a performance fee that ranged from 20% to 40%. The fund’s gross return before fees was over 66% per year. There is no investor who has…
Charts that Scare Wall Street
…dynamic near market tops than bottoms.” Market depth: Credit Suisse equity trading strategist Victor Lin points out that market depth remains “extremely shallow” adding that it is significantly lower than…
Tudor Jones Sees Growth Environment
…next downturn. At the same conference, fellow billionaire fund manager Ray Dalio asserted that another effect of low rates is that investors are willing to listen to companies’ selling predictions…