File:Volatility sorted portfolios 1929 2023.png
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Summary
| Description |
English: This file is from paradoxinvesting.com. The portfolios are constructed at the end of each month and include NYSE, AMEX, and NASDAQ stocks. The total return volatility is measured over 36 months. Rebalancing takes place at the end of each quarter. At rebalancing the largest 1,000 stocks are included based on total market capitalization and only those with prices above 1 dollar. The portfolios are equal weighted and include all sectors. The original portfolios were created based on the 2015 CRSP annual file and updated based on the 2024 annual file. |
| Date | |
| Source | Own work |
| Author | InvestorQuant |
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 14:43, 3 July 2024 | | 1,629 × 1,092 (81 KB) | InvestorQuant | Uploaded while editing "Low-volatility investing" on wiki.riteme.site |
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