Intech Discusses Portfolio Structure in Volatile Markets
Investors are in a real quandary: on one hand, they desire to minimize equity risk since they often cannot afford the potential consequences associated with equity volatility; on the other hand, they cannot avoid equities altogether since equities are a core return-generating asset class. Is it possible to meaningfully lower the absolute risk of investing in equities without sacrificing returns? The short answer is yes.
At Intech, we understand how systematic rebalancing contributes to the long-term returns of absolute-risk strategies by capturing relative-stock volatility. This webcast will explore the benefits of low and managed volatility equity strategies. Specifically, we will demonstrate that low volatility investing provides:
Potential for tapping into a proven alpha source of rebalancing that minimizes risk subject to a return in excess of a benchmark.
Potential for a better tradeoff between risk and return in an equity portfolio, since these strategies are not required to stay close to the market cap-weighted index.
