3min chapter

Flirting with Models cover image

Michael Hunstad - Institutional Trends in Factor Investing (S3E9)

Flirting with Models

CHAPTER

Low Volatility Strategies Can and Will Underperform

When will this kind of strategy unter perform? It tends to under perform in what i'll call a classic junk rally. But our expectation going forward, as we're not going to see too many years for the next five or ten years, when we're back at th 20 or 30 % return in the market. So i think the best is yet to come for a strategy like this.

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