Sentences with phrase «volatility across asset classes»

Applying leverage to fixed - income holdings in order to spread volatility across asset classes, risk - parity funds have higher exposure to fluctuations in bonds than a traditional 60/40 portfolio.

The reason stocks are moving in lock - step with bonds right now is that low volatility across asset classes led to a huge uptick in «correlation.»

Volatility across asset classes is at multi-generational lows.

Rock - bottom volatility across asset classes may reflect market complacency.

Not exact matches

«Risk sentiment started improving as the world economy recovered from the crisis and volatility came down notably across asset classes,» the Citi analysts wrote.

For investors, the plot thickens: Across the globe, «returns across asset classes have been unusually high relative to their levels of volatility,» says Morgan Stanley Global Strategist Andrew SAcross the globe, «returns across asset classes have been unusually high relative to their levels of volatility,» says Morgan Stanley Global Strategist Andrew Sacross asset classes have been unusually high relative to their levels of volatility,» says Morgan Stanley Global Strategist Andrew Sheets.

We see central banks nearing the limits of extraordinary monetary easing, low returns across most asset classes as well as higher equity and bond volatility amid looming political risks and Federal Reserve (Fed) tightening.

Depressed volatility is also covering up falling correlations across asset classes.

Researches the impact of market volatility on investor cash flows and the resulting investor disadvantages across asset classes.

This may be a prelude to a pick - up in volatility across more asset classes including equities, fixed income, commodities and investment styles.

Last year was an extraordinary one for markets with strong returns and rock - bottom volatility (vol) across most asset classes.

A buy and hold portfolio since 2008 had 22.4 % volatility and a -46.28 % drawdown (despite being allocated across 5 seemingly diverse asset classes) and, frankly, disappointing results (results from ETF Replay include dividends, the chart below has been updated to include this week's returns so may differ slightly from the first article):

But, barring any drastic moves in the final trading days of 2015, the most widely held classes of assets, including stocks and bonds across the globe, were basically flat... While that may be disappointing news for people who hoped to see big returns from at least some portion of their portfolio, it is excellent news for anyone who wants to see a steady global economic expansion without new bubbles and all the volatility that can bring.

While the rest of the trading world is mired in a seemingly «riskless» environment, with implied volatility offered at historically depressed levels across most all asset classes, the cryptocurrency space is a beacon of light for the thrill seekers.

While near - term volatility is creating uncertainty across markets, commercial real estate continues to be an attractive asset class for global institutional investors.