Low volatility stocks and ETFs seem to perform better than they ought to. In recent years they have provided similar returns to the overall market, but with lower risk. This phenomenon is referred to as “the low volatility anomaly.” We take a statistical look at the question to see if we can find clues to explain it.

Read the full blog written by Tucker Balch: Asymmetric Beta: A Clue to Low Volatility Outperformance