Be Prepared to Be Absolutely Floored by 2016 Market Boredom

Writing my post titled “2016 Was Not a Particularly Volatile Year” on realized risk/variability turned out to be even more fun than usual as I got a lot of great comments on it. Of course, some didn't buy it. Some said things like “yeah, but you have to admit this or that was crazy,” whatever this or that was. Sometimes I agreed, sometimes I didn't. We all have a different definition and standard for crazy! By far the most common comment was “ok, you just looked at the S&P 500, what about…?” I can't look at everything, or in fact anything more, but I can ask for help! To that end, my colleague, Ashwin Thapar, ran a very similar analysis to that in my original post on four more major markets (the two most requested were fixed income and volatility markets which many thought had a wild 2016; Ashwin looked at those and added commodities and an index of the Dollar because he's just that kind of guy). So, enjoy, but be prepared to be absolutely floored with how bored you are (of 2016, not of Ashwin, of course!).