Insights / Risk Management
Nature and Drivers of Volatility
November 30, 2020
This edition of our Fiduciary Insights series considers the nature and drivers of volatility, as well as the factors behind the lull in volatility in 2015-2017 and its sudden resurgence in 2018. We conclude by considering the efficacy of two diametrically opposed volatility strategies and highlighting the pitfalls of portfolio insurance.
