When Low Volatility Isn’t Low

Adrian Banner Ph.D., Chief Investment Officer
David Schofield, President, International


Equity investors found few places to hide in this year’s drawdown. Even low volatility strategies underperformed in their first real test since the global financial crisis. Intech identified an anomalous shift in stock betas as the culprit, but why did so many low volatility strategies have trouble circumventing this dislocation? The answer to this question is an opportunity for plan sponsors to learn the important distinctions between defensive equity implementations.

In this webcast, Intech CIO, Dr. Adrian Banner, and Intech President, David Schofield, will demonstrate how simple differences in implementation can lead to a wide range of outcomes. They will explore:

  1. How the dislocation in stock betas affected market structure
  2. Why some low volatility approaches prove more resilient
  3. Which key factors to consider when evaluating defensive equity strategies

  4. Watch Now →