How minimum variance strategies have performed in US downturn

After years of low volatility, equity risk may be returning once again – with several larger movements this year emanating from the USA. For risk averse investors, low volatility equity strategies have offered the chance for investors to moderate the volatility.

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Have these strategies worked? In a new performance report from Lyxor ETF François Millet, Head of ETF and Index Product Development, assesses the performance of the FTSE USA Minimum Variance over a period in which markets rose quite sharply, but risk reduction was maintained.

Read our Q3 performance report

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