Just because the VIX is under 11 there’s no reason to panic. Historically, a VIX reading under 11 has not preceded a market decline that’s according to a research note published by Goldman Sachs at the beginning of this week. The note, which was written by Goldman analyst Krag Gregory Ph.D. notes that while a VIX reading below 11 is rare, median S&P 500 returns three months after the VIX drops below 11 are generally positive at 2.25% historically. Also see: 2016 Hedge Fund Letters Record VIX Dislocations: Why The Huge Spreads Right … GS: A VIX Below 11 Is…
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