Dissecting A New Low Volatility Strategy
This article was originally published on ETFTrends.com.
By Todd Shriber via Iris.xyz For the three years ended Wednesday, Nov. 20, 2018, the S&P 500’s annualized volatility was 12.30 percent and its largest drawdown during that period was 12.70 percent. Narrow the time frame to the fourth quarter of this year (Oct. 1 through Nov. 20) and the volatility picture is much darker. [...]