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Managing Market Volatility download
Interested in understanding the state of volatility in the current market? This comprehensive package from Clear Path Analysis and FTSE Russell covers all the important focal points with top industry thought leaders including two robust roundtable debates, a white paper and an interview...
The Russell US Indexes were created in 1984 by the Frank Russell Company (now part of FTSE Russell) with the goal of providing accurate representation of the investable US equity market. When initially introduced, the Russell indexes provided five years of simulated back-history so that a historical record would exist, enabling investors to use the indexes at launch without requiring a live track record to be accumulated.
Recent market turbulence has refocused attention on the potential long-term benefits of defensive investment strategies. In this new paper, we take an in-depth look at three such approaches: Low Volatility Factor (LVF), Minimum Variance (Min Var) and Equal Risk Contribution (ERC). While similar in their use of risk measures to reduce the risk of the portfolio, these strategies have very distinct objectives, portfolio construction methodologies, exposures and investment outcomes.