Stock Market Maintains Low Volatility Levels, According To EDHEC

The month of February was characterized by sound stock market performance, while stock market volatility maintained its historically low levels, according to EDHEC. February was particularly favorable for growth and small cap stocks. The conditions for the bond markets were

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The month of February was characterized by sound stock market performance, while stock market volatility maintained its historically low levels, according to EDHEC. February was particularly favorable for growth and small-cap stocks. The conditions for the bond markets were less favorable with increasing short-term interest rates leading to a drop in bond prices. Against this backdrop, most strategies have returns that are above their historical averages. Unsurprisingly, directional equity-based strategies performed particularly well. Convertible Arbitrage is the only strategy that has negative returns for the month of February.

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