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Long Volatility and Commodity Trend - Are They Designed for a Rainy Day?
Long volatility has done very, very well this year. But if you looked at its trailing sharp ratio over the over the last five years, it was not a very popular investment. Commodity trend did exceptionally well during the stag tion of the seventies. If we had a stag flation come back to the united states, you'd want to be in something like commodity trin.