Featured in the Journal of Index Investing:
How a New Benchmark Adds to
Defensive Equity Strategy Evaluation

The Journal of Index Investing featured our paper about using MSCI Minimum Volatility Indexes as defensive equity benchmarks to aid in active manager evaluation.

In it, we explore:

  1. How Minimum Volatility Indexes work.
  2. How an active manager can add value – within your active risk budget.
  3. How defensive equity active management might improve investor outcomes.

Read more on how an active strategy benchmarked to a Minimum Volatility Index preserves the benefits of defensive equity, while adding alpha you can measure and explain.

JII How a New Bench Adds to DE

 

Apply Traditional Evaluation to Defensive Strategies
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Past performance is no guarantee of future results. Investing involves risk, including possible loss of principal and fluctuation of value. There is no guarantee that any investment strategy will achieve its objectives, generate profits or avoid losses. Risk controls, as referenced, do not promise any level of performance or guarantee against loss of principal.