Amid Market Volatility, Goldman Observes Performance Traits Of Volatility Indexes

Four benchmark indexes could not have come at a better time. When on August 18, the Chicago Board Options Exchange and Eurekahedge announced a slew of new benchmark indexes measuring the performance of various volatility investing strategies, they did so at a time when volatility has come front and center in the market discussion.

Volatility indexes come at a time of anticipated market volatility

With the stock market down nearly 1000 points on the Dow Jones Industrial Average in the first few minutes of trading, then rallying within a relative whisker of break even, before once again selling off at the...