Wednesday, October 5, 2011

VIX - S&P 500 Relationship 10/05/11

The above monthly chart shows what has happened to the S&P 500 when the VIX goes above 40 over the last two decades. The '08 - '09 dip was an extreme that involved a lot of margin calls on large hedge funds. Hopefully, that's not going to happen again any time soon.


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