Now that volatility has returned to the global capital markets, an inquisitive investor might reasonably ask: What’s vol done for me lately?
It’s a good question, and it’s one that this writer routinely asks as an input for weighing global equity diversification. In search of an answer, or something approximating one, we turn to the numbers. As a preview, Europe looks intriguing, at least on a relative basis. Or so November 30 data from S&P/Citigroup Global Equity Indices suggest.