Equities Low Volatility - a sustainable investment story?

August 21, 2019

This year’s Nordics Investment Managers Forum is all about ESG in the Nordic Investment universe. Claus Grøn Therp, Senior Portfolio Manager Equities from Jyske Bank will explain the strong long-term record of their low volatility strategy. Generally, investors expect that they need to take higher risk to get higher returns. Indeed, the low volatility anomaly, which has been tested in various markets over a long-time horizon, is the proof that equity investors can reach higher returns with a lower volatility. Jyske combines the low volatility with quality factors to build a diversified global equity portfolio with a much lower risk than the general equity markets. Especially in the environment of low interest rates, fairly high valuations which were driven by liquidity in the market, and a number of geopolitical risks, we believe that this defensive approach towards global equities can add value to client portfolios.