Tellimer

Is Low Vol the New Value?

  1. The Low Volatility factor exhibited significant exposure to Value since 1989
  2. The factors were highly correlated in the 1990s, but less after the financial crisis
  3. Quantitative easing was positive for Low Volatility, but negative for Value

Most Viewed See latest
Disclosures

This publication is being distributed by Tellimer solely for information purposes irrespective of a particular user's means, financial situation or investment objectives. The information does not con...

Full Tellimer disclaimers