Performance of Volatility Control in 2012
Reading Time: 2 minutesWhat did a volatility controlled approach to equity investing achieve in 2012 ? Well, it did what it was supposed to, as we can see here : The above illustrates the performance and volatility of a strategy controlling to 10% volatility in a few different markets. The approaches all achieved high sharpe ratios – higher … More Performance of Volatility Control in 2012
