S&P 500 Low Volatility Stocks Are the Best Performing Asset YTD

S&P 500 Low Volatility Stocks Are the Best Performing Asset YTD This chart shows that S&P 500 low volatility stocks are the best performing asset year-to-date (outside of GSCI energy). Actually, high-quality stocks are a good way to protect against a weak economy. Picture source: Goldman Sachs Global Investment Research

U.S. Nominal GDP vs. S&P 500 Volatility

U.S. Nominal GDP vs. S&P 500 Volatility This chart shows that the S&P 500 volatility remains high in a context of slower macroeconomic cycles. Picture source: Goldman Sachs Global Investment Research

S&P 500 1-Month Realised Volatility History

S&P 500 1-Month Realised Volatility History This chart shows that the last 90 years have been split equally between high, low and normal volatility regimes. Picture source: Goldman Sachs Global Investment Research

The Yield Curve Leads VIX (Volatility) by Three Years

The Yield Curve Leads VIX (Volatility) by Three Years Is more volatility expected ahead? This chart suggests that the CBOE Volatility Index or VIX usually follows the U.S. 10-year vs. 2-year Treasury spread (inverted) with a 3-year lag. Picture source: Morgan Stanley Research

The Yield Curve Leads VIX (Volatility) by Three Years

The Yield Curve Leads VIX (Volatility) by Three Years Is more volatility expected ahead? This chart suggests that the CBOE Volatility Index or VIX usually follows the U.S. 10-year vs. 3-month Treasury spread (inverted) with a 3-year lag. You may also like “VIX is in a Transitory State” and “Fed Funds Target Rate and VIX.”…

US GDP Growth – Realized Volatility

US GDP Growth – Realized Volatility This chart shows that realized volatility of US GDP growth is very low today. It’s also good for the volatility of financial markets. Picture source: Jeroen Blokland

The Impact of an Inverted Yield Curve

The Impact of an Inverted Yield Curve Great charts showing that a flat/inverted yield curve implies weaker U.S. GDP growth, lower equity returns, and higher volatility. Picture source: Pictet Asset Management

Performance of Hedge Fund Index vs. S&P 500

Performance of Hedge Fund Index vs. S&P 500 Hedge fund returns have not been as good as those of the S&P 500, but volatility has been lower. Picture source: Richardson GMP