....returns of lower risk assets outperform returns of higher risk assets (click on the chart to enlarge it).
In other words, it pays to have a strategy emphasizing low volatility and high quality assets.
For details you can peruse the paper showing the above results:
Low Risk Stocks Outperform within All Observable Markets of the World
By Nardin L. Baker and Robert A. Haugen 1 2
More details in The Peter Dag Portfolio on peterdag.com
George Dagnino, PhD
The Peter Dag portfolio
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