Social Sharing
A cycle too short for minimum volatility indexes- intro
Have Minimum Volatility Strategies Fallen Out of Favor?
Despite a track record of outperformance during turbulent markets, investors are questioning minimum volatility strategies as it continued to underperform during period of strong market rebounds in 2020. Did minimum volatility do what it was supposed to do in 2020?
Watch as Mark Carver, Managing Director, Global Head of Equity Factor Products and Ashish Lodh, Vice President, Research at MSCI discuss misconceptions around minimum volatility and share insights on:
|
A cycle too short for minimum volatility indexes - video
Minimum volatility strategies - footnotes
Featuring:
- Mark Carver, Managing Director, Global Head of Equity Factor Products
- Ashish Lodh, Vice President
A cycle too short for minimum volatility indexes - related content
Related Content
Virtual Event
Join us as MSCI experts discuss the misconceptions around minimum volatility and share insights on what an investor can reasonably expect from a minimum volatility strategy.
RegisterThe MSCI Minimum Volatility Indexes: 10 Years On
Here, we contrast 10 years of live data with the previous 10 years of backtesting, investigating changes in the indexes’ behavior before and after launch across regions.
Read MoreFactor Focus: Volatility
MSCI Factor Indexes are designed to capture the return of factors which have historically demonstrated excess market returns over the long run.
Download Brochure