Omega Point Blog

Hedging

How to get Defensive With Your Portfolio

October 24, 2018

Last week, we discussed how much the market's recent drawdown was driven by a factor rotation away from the cyclical factors (Volatility, Market Sensitivity, & Momentum) and into the more defensive factors of Size, Value, & Profitability. Though we've seen a market bounceback in the past week, movements continue to be heavily correlated with the factor rotation, as shown below.

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Omer Cedar
Omer Cedar