FYI: In my previous post, I looked at the historical performance of investing in low volatility stocks and identified that outperformance from the factor tends not to be very consistent over time, but is instead clustered. That raised some questions on whether volatility is a true investment factor, or if it's positive benefits are the product of other, more robust, investment factors.
Regards,
Ted
http://www.factorinvestor.com/blog/2016/4/12/volatility-is-a-value-factor
