Reading Time: 2 minutesVolatility Control is an approach to investing that deploys capital according to risk exposures rather than fixed market exposures. It de-gears or reduces exposure as volatility rises. Read more about volatility control here, some commonly asked questions about volatility control are answered here. One beneficial feature of using volatility control as an investment approach is … More Volatility Control : the upsides of a hard floor on portfolio downside

Reading Time: < 1 minuteThis is what 2012 looked like for a volatility control approach (10% vol target) to investing in the MSCI World index. Over the year the return achieved was 11.4% with a realised volatility of 9%. Realised volatility was quite high at the start of the year, and continued to be for most of the first … More A year in the life of : Volatility Control

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