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Low volatility strategies

Low volatility investment strategies exploit the low volatility anomaly.

A generic low volatility strategy selects stocks based on the volatility of past returns.

From an investor’s point of view, such a quantitative strategy offers higher risk-adjusted returns as measured by the Sharpe Ratio.

This ratio indicates the extent to which investors are rewarded for the (absolute) risk they take.

In other words, how much return they receive per unit of risk they take.



This page is intended for US prospects, clients and investors only and includes information about the capabilities, staffing and history of RIAM US and its participating affiliates, which may include information on strategies not yet available in the US. SEC regulations are applicable only to clients, prospects and investors of RIAM US. Robeco BV, Robeco HK and Robeco SH are considered a “participating affiliate” of RIAM US and some of their employees are “associated persons” of RIAM US as per relevant SEC no-action guidance. Employees identified as associated persons of RIAM US perform activities directly or indirectly related to the investment advisory services provided by RIAM US. In those situations, these individuals are deemed to be acting on behalf of IUAM, a US SEC registered investment adviser.

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