Equity Volatility vs. Equity Allocation As equity volatility rises (inverted on the chart), equity allocations come down. You may alos like “The Yield Curve Leads VIX (Volatility) by Three Years.” Picture Source: Deutsche Bank
Investor Allocation by Region in the U.S. This chart is a good example of investment bias and shows the likelihood of owning stocks in an industry vs. national average. Picture Source: J.P. Morgan Asset Management
The Great Re-allocation from Equities to Bonds Continues Since the end of 2018, S&P 500 ETFs have seen outflows, while long Treasury ETFs have seen inflows. Picture source: Macrobond and Nordea
Mutual Fund Flows – Asset Allocation Funds since 2000 Dynamic/flexible and balanced funds saw significant outflows since 2018. It is obvious that many investors don’t have a long-term view. Picture source: Topdown Charts
Cross-Asset Correlation Matrix This spreadsheet showing the correlation between different asset classes, is useful for asset allocation. Picture source: Goldman Sachs Global Investment Research
Risk Parity Funds Currently, risk parity equity allocations are near the top of the historical range. Picture source: Deutsche Bank Global Research
