{"id":2102063,"date":"2019-03-19T12:28:56","date_gmt":"2019-03-19T06:58:56","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2102063"},"modified":"2019-03-19T12:28:56","modified_gmt":"2019-03-19T06:58:56","slug":"momentum-vs-low-volatility","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2019\/03\/19\/momentum-vs-low-volatility\/","title":{"rendered":"Momentum vs. Low Volatility"},"content":{"rendered":"<p>Is the low-volatility anomaly overrated?<\/p>\n<p><a href=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/momentum\/msci%20usa%20momentum%20vs.%20low%20vol\/MSCI.USA%20MOMENTUM-USA%20MINIMUM%20VOLATILITY%20(USD)-USA.cumulative.1994-06-30.2019-02-20.png\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/momentum\/msci%20usa%20momentum%20vs.%20low%20vol\/MSCI.USA%20MOMENTUM-USA%20MINIMUM%20VOLATILITY%20(USD)-USA.cumulative.1994-06-30.2019-02-20.png\" width=\"1400\" height=\"800\" alt=\"momentum vs. min-volatility\" class=\"alignnone size-full\" \/><\/a><\/p>\n<p><a href=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/momentum\/msci%20usa%20momentum%20vs.%20low%20vol\/MSCI.USA%20MOMENTUM-USA%20MINIMUM%20VOLATILITY%20(USD)-USA.annual.1994-06-30.2019-02-20.png\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/momentum\/msci%20usa%20momentum%20vs.%20low%20vol\/MSCI.USA%20MOMENTUM-USA%20MINIMUM%20VOLATILITY%20(USD)-USA.annual.1994-06-30.2019-02-20.png\" width=\"3600\" height=\"2400\" alt=\"momentum vs. min-volatility\" class=\"alignnone size-full\" \/><\/a><\/p>\n<p>Investors may be giving up on the significantly higher returns of a momentum strategy in favor of slightly lower drawdowns of a low-volatility strategy. They maybe better off managing overall portfolio risk through a bond allocation rather than tilting away from momentum.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Is the low-volatility anomaly overrated? Investors may be giving up on the significantly higher returns of a momentum strategy in favor of slightly lower drawdowns of a low-volatility strategy. They maybe better off managing overall portfolio risk through a bond allocation rather than tilting away from momentum.<\/p>\n","protected":false},"author":2,"featured_media":2091073,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3471],"tags":[3491],"class_list":["post-2102063","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-investing-insight","tag-momentum","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2102063","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2102063"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2102063\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media\/2091073"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2102063"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2102063"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2102063"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}