No strategy works all of the time. Things go in and out of favor. Over the last year, the sun has set on min-vol strategies.
I was thinking about this today while reading this excellent piece from Robin Wigglesworth. He describes the history of this strategy, and where they stand today.
This factor, Wigglesworth points out, is the worst-performing factor over the last year. I wanted to see what was driving the underperfor…
I was thinking about this today while reading this excellent piece from Robin Wigglesworth. He describes the history of this strategy, and where they stand today.
This factor, Wigglesworth points out, is the worst-performing factor over the last year. I wanted to see what was driving the underperfor…
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