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0.000608036694402277 0.000403997535206885 0.00101611501279321 0.00142419333118414 0.00407670240072467 0.0044847807191156 0.00509689819670192 0.00591305483348363
Stock impact report

Investors turn to low-volatility ETFs as risks rise [Investment Executive - News]

Invesco Ltd (IVZ) 
Last invesco ltd earnings: 4/23 06:55 am Check Earnings Report
Equity ETFs that employ low-volatility strategies will lag when stock markets are surging, as they have in the recent past. But the below-market returns that these factor-based ETFs have mostly produced lately should not be the true measure of their merit. “Some people want to be in the stock market, but don’t want to have the volatility of the broad index,” said Alain Desbiens, the veteran BMO ETFs executive who now serves as vice-chair. On several key risk measures, low-vol ETFs have delivered, according to data compiled by Fundata Canada Inc. “True to their objectives, the standard-deviation numbers are much lower,” said Brian Bridger, senior vice-president, analytics and data, with Toronto-based Fundata. Another widely used metric to assess the effectiveness of low-vol strategies is the extent to which they participate, or “capture” returns in both up and down markets. “Low down-capture numbers show that these funds do a good job of limiting their losses when markets are down, Show less Read more
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