Pim van Vliet – A Detailed Dive into Low Volatility Investing (S6E10)
Flirting with Models
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The Low Volatility Anomaly of March 2020
In March 2020, the US market went down about 19%. And those stocks also fell similarly. The good thing is outside the US, it was a bit better as a Europe, Asia, emerging. So it can be fully explained by the measures we took. Fully explainable strategy was doing what it's supposed to be doing. However, many investors were sort of negatively surprised. They thought it was guaranteed reduction in losses and then some investors turned them back.
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