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Insights

Guide to low volatility investing
Guide to low volatility investing
This new edition includes recent figures and a new section on income generation.
28-05-2019 | Insight
Looking for defensive European stocks? Follow the guide...
Looking for defensive European stocks? Follow the guide...
In order to thrive, quant strategies do not necessarily have to be black boxes.
28-05-2019 | Insight
Are mutual funds on the other side of the low volatility trade?
Are mutual funds on the other side of the low volatility trade?
This new research helps to explain the existence of the low volatility anomaly.
03-04-2019 | From the field
The long-run value of Conservative Equities
The long-run value of Conservative Equities
Should low volatility investing just be about minimizing volatility?
01-03-2019 | Research
Diverging fortunes for low-risk stocks as EM and DM decouple
Diverging fortunes for low-risk stocks as EM and DM decouple
So far, 2018 has been marked by a clear decoupling of emerging and developed equity markets.
23-10-2018 | Insight
Upside down world in this late-cycle bull market
Upside down world in this late-cycle bull market
The past two years have been characterized by unusually high equity returns and low volatility.
20-08-2018 | Insight
Volatility lessons
Volatility lessons
In this paper Eugene Fama and Kenneth French look at the importance of volatility over longer investment horizons.
01-08-2018 | From the field
 Risky CAPE ratios? Keep calm and reduce downside risk
Risky CAPE ratios? Keep calm and reduce downside risk
High CAPE ratio levels do not signify an imminent end to the bull market.
27-07-2018 | Insight
Quantitative investing with a simple formula
Quantitative investing with a simple formula
Quantitative investing should be easy to understand.
09-05-2018 | Research
High dividend investing: buy them stable & strong
High dividend investing: buy them stable & strong
Stock price fluctuations tend to monopolize investors’ attention, on a daily basis.
24-04-2018 | Insight
The Formula: Maximum drawdown
The Formula: Maximum drawdown
Preservation of capital and a steady performance are important considerations in investing.
02-04-2018 | Insight
Here’s the proof: benchmarking contributes to the low-volatility anomaly
Here’s the proof: benchmarking contributes to the low-volatility anomaly
Benchmark followers amplify the low volatility effect.
07-03-2018 | From the field
Tweaking a popular low volatility index
Tweaking a popular low volatility index
Investment solutions based on popular smart beta indices have enjoyed tremendous success.
14-02-2018 | From the field
Low turnover: a virtue of low volatility
Low turnover: a virtue of low volatility
Trading is necessary to follow an active strategy, but excessive trading is linked to human behavior.
24-01-2018 | Research
Investment lessons from the racetrack
Investment lessons from the racetrack
Misperceptions matter.
11-10-2017 | From the field
Five concerns with low volatility index ETFs
Five concerns with low volatility index ETFs
Equity investors have a choice between active low volatility managers and low volatility index ETFs.
27-06-2017 | Research
Conservative investing in a solvency framework
Conservative investing in a solvency framework
Are conservative credit and equity strategies attractive under solvency regulations?
27-03-2017 | Insight
Not only high-volatility stocks underperform
Not only high-volatility stocks underperform
One of the explanations for the low-volatility anomaly is that stocks with lottery-like characteristics (a small chance of experiencing a large positive payoff) are overpriced.
02-11-2016 | From the field
Low Volatility in historical perspective: Fund investing since 1774
Low Volatility in historical perspective: Fund investing since 1774
As portfolio managers of Robeco Conservative Equities, we want to place our role into a historical perspective and learn from the history of financial markets, and mutual funds in particular.
21-09-2016 | Research
Honey, how much did you say you paid for these low-vol stocks?
Honey, how much did you say you paid for these low-vol stocks?
Investors are worried about the high valuations of stocks in general and low-volatility stocks in particular.
12-09-2016 | Research
Passive Low Vol versus Robeco approach: Interview Pan-European Congress 4 March
Passive Low Vol versus Robeco approach: Interview Pan-European Congress 4 March
Today low-volatility investing is gaining a broader acceptance within academic circles and among investors.
25-04-2016 | Video
Conservative Equities in historical perspective: Investment behavior since 1602
Conservative Equities in historical perspective: Investment behavior since 1602
Since the birth of the modern stock market in 1602, the pendulum of the investment culture has moved from a return focus to a risk focus and back.
18-04-2016 | Research
10 years of Conservative Equities Investing
10 years of Conservative Equities Investing
Pim van Vliet explains why Robeco’s Conservative Equities Strategy has been successful for 10 years.
21-03-2016 | Video
Characteristics of different low-volatility strategies
Characteristics of different low-volatility strategies
A study* by three Blue Sky pension provider researchers (Bastiaan Pluijmers, Imke Hollander and Ramon Tol) together with Dimitris Melas from MSCI compares the characteristics of nine different low-volatility strategies.
17-02-2016 | From the field
Are all low vol stocks really that sensitive to interest rate risk?
Are all low vol stocks really that sensitive to interest rate risk?
Investors are still awaiting the first rate hike by the Federal Reserve since June 2006.
11-11-2015 | Insight
Operating performance and the low-volatility anomaly
Operating performance and the low-volatility anomaly
A paper* confirms that low-volatility stocks earn higher returns than high-volatility stocks in equity markets around the globe, a finding which is consistent with our own work in this area.
16-09-2015 | From the field
A critical eye and patience are crucial in low-volatility investing
A critical eye and patience are crucial in low-volatility investing
On Fridays chief editor Peter van Kleef discusses thought-provoking topics with Robeco experts.
24-07-2015 | Insight
Low-volatility anomaly among mutual funds
Low-volatility anomaly among mutual funds
A paper* examines whether the low-volatility anomaly, which has been extensively documented for global equity markets, is also visible in mutual fund returns.
27-03-2015 | From the field
Sustainability integration in Quantitative Equity strategies
Sustainability integration in Quantitative Equity strategies
Robeco is committed to sustainable investing.
10-03-2015 | Insight
Beauty and the beast of low-volatility investing
Beauty and the beast of low-volatility investing
Usually focusing on how to design the best low-volatility strategy, David Blitz, Matthias Hanauer and Pim van Vliet have set out to construct a very bad low-volatility strategy.
17-02-2015 | Research
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