ROROE — Risk-ON Risk-Off Index: Equities
FRED · index · US · — · Категория: Volatility
Индекс новостного фона
День—(0 нов.)
Неделя+13%(2 нов.)
Месяц+13%(6 нов.)
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Источник котировок: FRED (2026-08-24)
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Новостной фон
Колесо мыши над графиком/шкалой цены — масштаб; перетаскивание по правой шкале (цена) или нижней шкале (время) — масштабирование; двойной клик по шкале — сброс к исходному виду.
Описание
Risk parity is an approach to investment management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. The risk parity approach asserts that when asset allocations are adjusted to the same risk level, the risk parity portfolio can achieve a higher Sharpe ratio and can be more resistant to market downturns than the traditional portfolio. Risk parity is vulnerable to significant shifts in correlation regimes, such as observed in Q1 2020, which led to the significant underperformance of risk-parity funds in the COVID-19 sell-off.
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