Sentences with phrase «equity bear market performances»

Outside of the 1980 bond performance (when yields dropped from nearly 14 percent to 9.5 percent), the two most recent equity bear market performances by bonds really stand out.

The other equity bear market performances for bonds have been much more muted.

Outside of the 1980 bond performance (when yields dropped from nearly 14 percent to 9.5 percent), the two most recent equity bear market performances by bonds really stand out.

The other equity bear market performances for bonds have been much more muted.

Not exact matches

Putting aside the performance of bonds during the bear market beginning in 1980 (both because the starting yields on Treasuries were so high but also because the bear market was relatively mild as the decline began from relatively low levels of valuation), what's interesting about the above chart is how dependably bonds protected a portfolio during equity bear markets.

Now contrast these returns with performance during equity bear markets.

Exhibit 1 compares the performance of actively managed equity funds across the nine style boxes during the 2000 - 2002 bear market, the financial crisis of 2008, and 2015.

The liquid - alt pitch is that individuals can access the same types of investments as university endowments and other big institutions, to diversify equity - heavy portfolios, typically with a 10 % to 20 % allocation to liquid alts... The advantage of the [AQR Managed Futures] strategy -LSB-...] is that it is uncorrelated with other asset classes, and «has the most consistently strong performance in equity bear markets.»

Putting aside the performance of bonds during the bear market beginning in 1980 (both because the starting yields on Treasuries were so high but also because the bear market was relatively mild as the decline began from relatively low levels of valuation), what's interesting about the above chart is how dependably bonds protected a portfolio during equity bear markets.

We can use these characteristics and our dataset of bond performance during equity bear markets to run a what - if analysis on possible outcomes.

Poor hedge fund performance over the past few years also seems to have (unfairly) tainted the private equity firms, while lingering fears of a fresh bear market has compressed multiples in such a (potentially) high - beta sector... it's been a painful trend to fight / outlast.

It's difficult to short residential housing directly, so a market has grown up around the asset - backed securities market, in which bulls and bears can make bets on the performance of home equity loans.