Five Lessons for Investors From the COVID-19 Crisis

Market volatility, a measure of return dispersion across time, increased dramatically in early March as the epidemic turned into a pandemic.

Forecast volatility, based on the MSCI Global Trading Model, reached levels in excess of those seen during the global financial crisis of 2008. 2 Cross-sectional volatility (CSV), a measure of return dispersion across assets, also rose substantially.

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