Goldman: Expect High Volatility And Low Risk-Adjusted Returns

Goldman: Expect High Volatility And Low Risk-Adjusted Returns

Expect volatility to linger, serving as a drag on risk-adjusted returns. That's the message from Goldman, whose David Kostin notes that headed into Friday's selloff, the S&P had posted a risk-adjusted return of -0.1% in 2020, in just the 27th percentile since 1950. "The coronavirus catalyzed the sharpest bear market on record and drove one-month realized volatility to its highest level during the past 70 years, matching Black Monday", Kostin writes, adding that one-month realized vol. topp
Subscribe or log in to read the rest of this content.

2 thoughts on “Goldman: Expect High Volatility And Low Risk-Adjusted Returns

  1. Well … the main equity classes I’m looking to add at present are utilities, consumer staples, and healthcare with good dividends and better than average credit ratings.

Speak your mind

This site uses Akismet to reduce spam. Learn how your comment data is processed.