Applied Research

Drawdowns Looming? It's Not in the Numbers...

A quick glance at a chart of predicted risk over the past 30 years suggests that risk in the past has typically risen in advance of major market declines. we set out to quantify the likelihood of a major drawdown in the near future based on current risk model readings. Data from our us risk model suggests a low likelihood of a major drawdown, at least in the near term.

Author: Anthony A. Renshaw, Ph.D.

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