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2020 - A Cycle Too Short for Minimum Volatility Indexes?

Investors are using defensive equity strategies like minimum volatility to reduce risk and lower volatility during market downturns to help with portfolio resiliency. Despite a track record of outperformance during turbulent markets and producing a premium over long periods of time, investors are questioning minimum volatility strategies as it continued to underperform during period of strong market rebounds in 2020.

Did this long-term winner really underperform in 2020, or did it perform as expected? What is the factor that investors are talking about today?

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.

Agenda topics

  • Minimum volatility performance in 2020
  • Minimum volatility vs low volatility
  • Short-term vs long-term horizons
  • Learn why managing factor exposures in 2020 during the sharp deterioration and recovery in economic activity was more important than selecting stocks
  • 2021 factor outlook

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Mar 11, 2021


8:00 a.m. PST San Francisco
11:00 a.m. EST New York
4:00 p.m. GMT London
5:00 p.m. CET Paris


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Event Speakers

Paul Ricardella

Executive Director & Head of Wealth Advisory Team | MSCI

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Ashish Lodh

Vice President, Research | MSCI

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