For Institutional Investors Only

Information contained on this Website is published solely for general informative purposes and intended only for United States institutional investors, consultants, and financial advisers, and other intermediaries who are who are knowledgeable and experienced in the financial services market and in investment products of this nature. If you are a retail or individual investor then please leave this website immediately. The information is not authorized for use in a jurisdiction where distribution is not authorized and is not intended for distribution to retail clients. If you choose to access this Website from locations outside of the United States, you do so at your own initiative and risk, and are responsible for compliance with all applicable laws.

By accessing this site you confirm that you are an Institutional Investor, you agree not to forward or make the contents of this site available to any person who is not an Institutional Investor, and you agree to be subject to intechinvestments.com terms of use.


Redirect Me to JanusHenderson.com

Expected Risk Reduction: up to 35%

Inception: 11/01/2000

true

Low Volatility Equity Strategies

Overview and Applications

Intech low volatility strategies attempt to help you control funded status volatility by offering upside equity market participation with downside protection. We construct these strategies irrespective of a low-volatility anomaly or factor; instead, we focus on low-volatility outcomes. Our clients use these strategies to address a wide range of needs:

  • Allow for higher equity exposure without increasing risk throughout a target-date glide path
  • Reduce 100% downside capture of cap-weighted passive strategies
  • De-risk a well-funded plan without reducing equity exposure
  • Increase equity exposure without increasing equity risk budget
  • Avoid index arbitrage and limitations inherent in minimum volatility indexes

We employ one process across Intech’s five investment platforms, including our low volatility equity platform. Platforms differ by risk-return objective – relative or absolute. Platform strategies differ by benchmark and/or risk budget.

#6/Low Volatility Quant Manager by AUM1

12/Low Volatility Strategies -- Most Variety1

$7/Billion in Low Volatility Assets Under Management1

5+/Years of Low Volatility Outcomes

Why Intech for Low Volatility Equity?

Focus on Actual Outcomes

Our approach to low volatility investing begins with your end in mind. You want market-like returns with lower downside risk, not necessarily low volatility stocks. That’s what we construct. A low volatility portfolio is not the same as a portfolio of low volatility stocks.

Overcome Overcrowding

Avoid the oversubscription to conventional or naïve low volatility strategies. We don’t depend on anomalies, factors or forecasts; instead, we actually use stock price volatility to generate low volatility outcomes. This fundamental difference can produce high active share with other implementations.

Adjust to Market Volatility

Risk regimes aren’t static; your low volatility strategy shouldn’t be either. Unlike rigid implementations or those that tweak processes based on forecasts and judgment, our approach leverages our 30 years of volatility analysis to systematically adjust beta through risk regimes.

Filter Resources