Portfolio Behavior During Market Corrections
One of our key investment principles is to observe market behavior objectively and scientifically. That means data analysis of historical markets, funds and portfolios under various market conditions or economic, political and other major events. These events can have a substantial impact on markets and portfolios.
However, financial markets are full of noises. This problem is exacerbated by many hearsays, fables and even rumors from financial media and literature. Again, the best way to avoid this is to look at data objectively.
Last week, we briefly mentioned the history of market corrections that exceed 10%. In this newsletter, we will try to utilize a powerful data and event analysis tool to understand how portfolios have behaved during these corrections.
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