Seeking Alpha

Bill Luby takes a look at the low volatility fad, checking the performance of the popular SPLV...

Bill Luby takes a look at the low volatility fad, checking the performance of the popular SPLV against the high beta SPHB. Over longer periods - and even in bull markets - low volatility appears to have a high probability of outperforming high beta, particularly when risk-adjusted. The biggest risk is a sharp bull move similar to the last few months in which high beta leaves the defensive stocks in the dust.
Comments (0)
Be the first to comment
DJIA (DIA) S&P 500 (SPY)