A Anonymous (not verified) 17th July 2021 | 9:00am Last year was a huge anomaly for the performance of low vol. A multiple standard deviation underperformance. It would be more useful for this research to include rolling return periods and not make a conclusion from a point in time analysis. Reply
Last year was a huge anomaly for the performance of low vol. A multiple standard deviation underperformance. It would be more useful for this research to include rolling return periods and not make a conclusion from a point in time analysis.