Episode 114: An Analysis Of Anti-Beta Fund BTAL
Risk Parity Radio
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The Upside of a Volatility Fund
The BTL has had a negative expectation of negative 3.62% over the past 10 years. It's performed particularly badly in the past year when the stock market's been going up so much. If you were an active trader in this, you would buy it whenever you thought the stock market was going to go down and then sell it again. The upside is you have something that goes up when the stock markets went down.
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