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Recent Stock Market Turmoil

How our risk management reacts.
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SCALABLE CAPITAL

Recent Stock Market Turmoil:
How Our Risk Management Reacts

Global stock markets have experienced two turbulent weeks. In today’s article, we explain how our dynamic risk management reacts in light of recent price fluctuations.

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The stock market has had a promising start into the new year. In just the first few weeks, the FTSE and the American S&P 500 index have set new records. But two weeks ago, the indices began to correct and volatility returned to the stock markets. Even though prices recovered to a certain extent in the past week, we wanted to use this occasion to give our clients and subscribers more insight into how our risk management works.

Corrections like these are not uncommon in the stock markets. For example, the S&P 500 index has lost ten percent or more nine times since 1998. In seven cases, the correction stopped before it became a significant downturn.

Historical Stock Market Corrections
S&P 500* (in points) and corrections of more than ten percent since 1998

* Logarithmic scale. Note: Neither past performance nor forecasts are reliable indicators for future performance. Source: Yardeni Research, Bloomberg.

Our algorithm strives for controlled risk management, but does not pursue a hedging or stop-loss strategy. It is not designed to react to every setback in the portfolios by restructuring them. That wouldn't make sense either. If we were to reduce our equity exposure abruptly in response to every short-term market move, it would be quite likely that our clients would miss out on the subsequent market recovery. This means that investors have to bear a certain degree of risk if they want to benefit from the long-term performance of capital markets.

Rather than engaging in short-term actionism, our algorithm estimates the probability that stock market turbulence will persist for longer - with the aim of deriving sound long-term investment decisions. Recent developments do not (yet) indicate that risks will indeed remain at a high level in the long term. At its peak in the week of 5 to 9 February, the VIX, which measures the volatility of the S&P 500, rose to 37.3 points. But last week, the volatility index fell below the 20-point mark again. This corresponds approximately to its historical mean. It is therefore not surprising that our algorithm does not regard the current turbulence as a long-term regime change (yet) but rather as a short-term correction. As a consequence, it has not made any major risk-reducing allocation changes in our portfolios.

Systematic risk management does not always correspond to the gut feeling of human investors. But, as numerous studies show, gut instincts do not lead to long-term success when investing in capital markets anyway. Our rules-based approach eliminates the negative influence of emotions and offers better prospects for attractive risk-adjusted returns in the long run. Read our latest blog article for more details and data.

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