The Great Volatility Slide is Over

Thursday, January 11th, 2018   Categories: Global Equities, Government Bonds, Risk-Adjusted Returns, Volatility

It’s still very low, but it will start rising soon

We think our volatility index has stopped falling, though we can’t certain just yet. Once this has happened, it will probably take 10-11 months for it to return to its median level, based on past experience. All other things being equal, median volatility will require most investors to have a benchmark weight in equities, as opposed to their current overweight.