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Low volatility investing revisited
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Our low volatility strategies The risk-return paradox of low volatility investing In recent years, low volatility has become a new investment style offering lower risk, without reducing return. It is this risk-return paradox that still shakes the fundaments of financial theory. In doing so, investors profit from the paradox. Watch the video Stable equity returns tend to come with high income We think it is unwise to select stocks purely based on risk considerations, ignoring the price you pay for them.
This is why we also consider valuation and momentum factors to enhance returns. This approach leads to a portfolio that offers stable equity returns and tends to generate high dividends. Dividends are a significant and stable source of equity returns Dividend yield is one of the most defensive measures of value High dividends help enhance long-term returns and limit drawdowns The average return series are based on the gross asset values of Robeco QI Institutional Global Developed Conservative Equities since inception October until December , gross of fees, based in EUR.
In reality, management fees and other costs are charged. The fund and its reference indices have been hedged for currency risk since 30 June Results obtained in the past are guarantee for the future. Winning by losing less in down markets Better capital preservation can be achieved due to a significant reduction of losses during down markets.
Since low-volatility securities tend to lag during bull markets and tend to reduce losses in bear markets, a full business cycle is needed to assess performance. Over a shorter time period like one year, Jensen's alpha is useful to calculate performance. This performance metric corrects the performance of for market beta risk. For example, when a low-volatility strategy has a beta of 0. Lower risk should give lower return. Criticism[ edit ] Any investment strategy might become ineffective over time if its popularity causes its advantage to be arbitraged away.
That could also be the case for low-volatility investing, and some point to the high valuations of low-volatility stocks in the late s.
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| Bettingclosed bet slip on manny | For instance, the authors investigate why investors who aim to profit from the low-risk effect typically use a long-only approach. All requests are checked. See also: Fama, E. They also stress that volatilities are more important than correlations, that low-risk indices are suboptimal and vulnerable to overcrowding, and that other factors can be efficiently learn more here into a low-risk strategy. Stay informed on our latest insights with monthly mail updates Subscribe Volatility as the main driver They argue that volatility, that is, the standard deviation of returns, is low volatility investing revisited main driver of the low-risk anomaly. Some of the least volatile stocks come from sectors with a high negative interest rate sensitivity and tend to suffer in periods of interest rate rises or increasing inflation. The low volatility effect proves highly persistent over time and across markets The authors then move on to discuss the economic rationale supporting the existence of the low-risk effect and analyze some of the most frequently cited explanations for this phenomenon. |
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