Low volatility
Own the calmest stocks on the exchange.
How it works
Every month, buy the 15 liquid stocks whose price has moved the least over the last 60 trading days, in equal weight.
The idea
Calm stocks have historically given about the same return as the market with much smaller swings, the low-volatility anomaly. Expect it to lag in strong bull markets and hold up better in sell-offs.
Backtests are simulations on historical data, not investment advice. Past results don't guarantee future returns.