APPLIED RESEARCH WHITEPAPER
Arrow_Blue_Orange.pngQ1 2018 Insights


After falling to historically low levels at the end of 2017, volatility surged in the first quarter, driven mainly, but not exclusively by market risk. Against this backdrop, interestingly, style factors remained quite well-behaved.



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Arrow_Blue_Orange.pngQ1 2018 Insights


Farewell Low Volatility…
Are we now closer to a trough or a peak?

After falling to historically low levels at the end of 2017, volatility surged in the first quarter, driven mainly, but not exclusively by market risk. Against this backdrop, interestingly, style factors remained quite well-behaved.



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Author: 
Melissa R. Brown, CFA,
Managing Director,
Applied Research