by Nicolas Rabener | Feb 16, 2026 | Uncategorized
Low Volatility Funds: Lost Decade or Flawed Design? Long-only vs long-short low volatility strategies January 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Low-volatility funds have generated poor absolute and risk-adjusted returns recently However,...
by Nicolas Rabener | Feb 9, 2026 | Uncategorized
Momentum Investing on Country Level Comparable to stock-based momentum? February 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Momentum-based country investing outperformed the MSCI ACWI However, the outperformance was highly inconsistent The...
by Nicolas Rabener | Feb 2, 2026 | Uncategorized
Gold & Silver: Buy-and-Hold vs Trend Following Not everything that glitters is gold February 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Gold and silver had decades of exceptionally poor returns Applying a trend following strategy improved...
by Nicolas Rabener | Jan 5, 2026 | Uncategorized
Factor Olympics 2025 And the winner is… January 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Momentum was the best, and low volatility was the worst-performing factor Long-short factor investing generated strong excess returns Long-only,...
by Nicolas Rabener | Dec 15, 2025 | Uncategorized
Factor Performance vs Portfolio Concentration – II The more concentrated, the higher the returns, right? December 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Smart beta returns vary significantly with portfolio concentration Betas and factor...
