…past bear markets have also tended to reflect high earnings. Volatility: The currently low level of market volatility does not necessarily mean a bear market isn’t coming, says Shiller. “In…
Search Results for: low-volatility funds
What Passive Investing Might Mean for Stock Pickers
…as the percentage of a stock owned by index funds and the flow of dollars into and out of those funds as they evaluate whether to buy or sell shares….
Lessons From Over a Decade of Managing Money Using Quant Strategies
…investors with excellent long-term potential to outperform the market. Firms like AQR, Research Affiliates and O’Shaughnessy Asset Management have published many research studies that show this (the chart below, using…
Is Bill Gross Still the Bond King?
…Morningstar). His current fund (Janus Henderson Global Unconstrained Bond Fund) has returned an average of 2.3% annually which, the article says, is “middle of the pack among alternative fixed-income funds…
Harvard Endowment Shows Disappointing Performance
…Narvekar, who took over about a year ago, has “dramatically reshaped the world’s largest university endowment,” according to the article, and has moved away from putting funds in the hands…
Data that May Support Continued Bull Run
…mortgage-backed securities are “less stretched.” While “normalization of the Federal Reserve’s balance sheet will put slow upward pressure on MBS spreads,” Young expects continued positive returns if volatility is “contained.”…
Podcasts of the Week: Ford, Sherman & Thorndike
…lower interest rates and what the implications will be as that is unwound. This episode starts out with some details about that issue and the impacts both in the US…
A Trader Betting on Market Turmoil
…“when investors were similarly lulled into believing that volatility would not erupt.” The article points out that the VIX index (which reflects market volatility) “recently sank to a multidecade low…
Insights on Increasing Concerns Regarding Quant Funds
…in leverage may be increasing the risk of another “downfall.” The article offers details regarding the 2007 calamity, when “some of the biggest and smartest hedge funds in the world…
In the Hunt for Black Swans, Disciplined Investing Strategies are Best
…such ‘black swan’ events drove some investors into hedge funds that offered protection should markets plunge,” explaining that such “tail-risk” funds were “designed to reap benefits from sudden slumps.” Funds…