AlphaSimplex: Volatility is here to stay

Kathryn Kaminski, Chief Research Strategist at AlphaSimplex, talks with Natixis’s Esty Dwek about managing volatility today.

Volatility is a word that is thrown around a lot. We have seen it once again return to financial markets but this time not due to macro variables. This has prompted us to reflect on the optimal management of volatility and its possible inclusion in the portfolio as a real asset class. In this short discussion, the following topics are raised:

  • What is volatility and how do we think about it today?
  • Risk versus uncertainty.
  • Uses of volatility - rather than waiting for volatility to hit, should volatility be managed or invested in?
This material is provided for informational purposes only and should not be construed as investment advice. The views and opinions expressed are as of April 30, 2020 and may change based on market and other conditions. There can be no assurance that developments will transpire as forecasted, and actual results may vary. Before investing, consider the fund’s investment objectives, risks, charges, and expenses. You may obtain a prospectus or a summary prospectus on our website containing this and other information. Please read it carefully.