Search Results for: portfolio

VIX and MOVE Rolling Correlation Periods of high correlation between safe and risk assets are generally not good for balanced portfolios, because diversification is hard to find. Image: Arbor Research & Trading LLC

U.S. Equity and Bond Correlation The potential risk for a 60/40 portfolio is that the negative correlation between U.S. equity and bond could flip. Image: BofA Merrill Lynch

Correlation Between S&P 500 Index and MSCI EAFE Index Since 1997, the high correlation between U.S. and international equity markets suggests that the MSCI EAFE may only offer a slight risk/return benefit as a complement to a U.S. equity portfolio. Image: First Eagle Investment Management, LLC

Heightened Correlations to U.S. Treasury Implied Volatility (MOVE) Followed by Higher Yields This chart suggests that balanced portfolios could suffer as U.S. Treasury yields generally rise after heightened correlation. Image: Arbor Research & Trading LLC

VIX and MOVE Correlation Periods of high correlation between VIX and MOVE are not good for balanced portfolios, because diversification is hard to find. Image: Arbor Research & Trading LLC

Annual Performance of Gold and the S&P 500 since 1980 One of the advantages of gold is that it is uncorrelated to the U.S. stock market and provides diversification in a portfolio. Image: The Wall Street Journal

Correlation Between S&P 500 and U.S. Treasuries This chart shows the correlation between stocks and bonds, which could affect a balanced 60/40 portfolio. Image: Arbor Research & Trading LLC

2 Secrets to Beating the Market. Great Value Investor Joel Greenblatt Explains For a long-term diversified portfolio, Joel Greenblatt, great value investor and CIO of Gotham Asset management, would stick with the Vanguard Value ETF (VTV) because it underperformed for a long time and is a relative bargain to the S&P 500.

Treasury Bond Maven Robert Kessler Warns of Recession Ahead & Where to Take Shelter Robert Kessler is founder and CEO of The Kessler Companies and manager of fixed-income portfolios. He discusses with Consuelo Mack on WealthTrack why a recession is coming.

Howard Marks: Pattern Recognition In Markets, Portfolio Positioning and Market Cycles (2018) Howard Marks speaks at UCLA Anderson School of Management with Alfred E. Osborne about cyclical indicators and historic market patterns to find opportunities. https://www.youtube.com/watch?v=6ATUoZ6qjpI