While volatility is sometimes considered a risk indicator, it is more a measure of an asset’s variability: a measurement of the dispersion of an asset’s returns relative to its average. Since 2008 its popularity as an asset class has been rising. Volatility represents an interesting investment solution for investors looking for diversification as well as low to zero correlation with traditional asset classes.
The Absolute Volatility Arbitrage Plus fund is designed to do all that while generating
The week on Risk.net, March 10-16 2018Receive this by email