Milliman FRM Insight: January 2016 Market Commentary

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By Adam Schenck, Jeff Greco, Joe Becker | 08 February 2016
Markets tumbled out of the gate in early 2016. Implied volatility fluctuated during the month even as realized volatility churned steadily higher. The S&P 500 has never seen a worse start to a new year than it did in 2016.