Blog

us.jpg   fr.jpg

Europe relative to the U.S. (forward P/E ratio)

Europe relative to the U.S. (forward P:E ratio).png

Annual volatility has averaged 15.4% over the past 50 years

Annual volatility has averaged 15.4% over the past 50 years.png

% of BBB in global credit index & US corporate BBB as % of US HY market value

% of BBB in global credit index & US corporate BBB as % of US HY market value.png

U.S. 10-Yr. treasury bond real total return index 1926 to date

U.S. 10-Yr. treasury bond real total return index.png

Treasuries perform nearly the same as the full investment-grade index

Treasuries perform nearly the same as the full investment-grade index.png

Investment-grade bond credit spread

Investment-grade bond credit spread.png

Correlation between stock and bond returns

Correlation between stock and bond returns.png

Worst 5 drawdowns for the S&P 500 index Vs. managed futures index

Worst 5 drawdowns for the S&P 500 index Vs. managed future index.png

Within equities, smaller cap stocks tend to underperform at this point in the cycle

Within equities, smaller cap stocks tend to underperform at this point in the cycle.png

U.S. stock-bond correlations could shift if inflation climbs

U.S. stock-bond correlations could shift if inflation climbs.png

Syndicate content