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About 85% of respondents in the Index Industry Association (IIA)’s second annual ESG survey indicated ESG has become more of a priority for their firms in the past year, even as equity prices fell and energy markets were roiled by Russia’s invasion of Ukraine.
Futures and options enable investors to take directional views and hedge portfolios as markets pull back and price swings increase this year.
This year’s market volatility and macro shocks have raised a challenge to the thematic investing boom, but also offer a chance to reappraise the benefits of the investment approach. Overall, the funds continue to attract net inflows as investors seek alternatives to traditional sector-based portfolios in their search for long-term outperformance.
Low Volatility strategies have a deservedly good reputation for offering investors equity-like returns with less risk.
A new Qontigo paper on global Low Volatility strategies compares 2020 returns with those over the longer term.
The EURO STOXX 50® Volatility-Balanced Index is posting its best year on record, proving the prowess of a tail-risk hedge strategy as the COVID-19 pandemic brought economies to a standstill and rattled financial markets.
After experiencing an extended period of backwardation, when does it make sense to look to shorting VSTOXX Index futures?
The STOXX Global 1800 Index has recorded in March its three largest daily moves since data begins in 2004, as traders and investors face rapid sentiment deterioration.
Minimum-variance strategies – which aim to reduce swings in portfolio prices and typically consider both share-price volatility and intra-stock correlation – have gained much traction since the global financial crisis.
Minimum variance strategies have gained significant traction especially since the global financial crisis. They aim at reducing or minimizing variance, i.e. the square of volatility as measured by standard deviation, or, in this case, price fluctuations of portfolio prices around their mean.
Minimum variance strategies have gained significant traction especially since the global financial crisis. They aim at reducing or minimizing variance, i.e. the square of volatility as measured by standard deviation, or, in this case, price fluctuations of portfolio prices around their mean.
A recent report by State Street Global Advisors examined this behavior, which refers to low-volatility stocks’ long-run outperformance even if they take on less risk — i.e. have lower beta — than the broader market.
