The Performance of “Deflation Asset” vs. “Inflation Assets” Interesting chart showing the performance of “Deflation Asset” vs. “Inflation Assets” since 1960. “Deflation Asset”: Government Bonds, US Investment Grade, S&P 500, US Consumer Discretionary, Growth and US High Yield “Inflation Assets”: TIPS, EAFE, US Banks, Value and Cash Picture source: BofA Merrill Lynch
Historical Asset Performance At Turning Points in the Business Cycle Equity volatility is expected to increase over the next 12 months, as recession fears increase. Picture source: Wells Fargo Investment Institute
Global Manufacturing PMI and Multi-Asset Portfolio Returns This chart suggests that markets have not taken into account this year’s growth and profits slump. Picture source: J.P. Morgan Asset Management
Foreign Bank Assets and Loans in China This interesting chart shows that foreign banks have a very small footprint in China. Picture source: Institute of International Finance
Total Banking Asset as Percentage of GDP Negative interest rates have a big impact on the profitability of banks and screw up the economy. Picture source: BofA Merrill Lynch Global Research
World – Central Bank Asset Purchases Great chart showing central bank asset purchases. Picture source: Oxford Economics
Central Bank Asset Purchases Coming Back Central bank asset purchases are at a risk of creating an asset bubble. Picture source: Deutsche Bank Global Research
Volatility Across All Asset Classes This chart shows the current high correlation of implied volatility across all asset classes to U.S. Treasuries (MOVE). Picture source: Arbor Research & Trading LLC
Cross-Asset Correlation Matrix This grid showing the correlation between different asset classes, is useful for asset allocation. Picture source: Goldman Sachs Global Investment Research
Asset Classes Total Return since the Great Recession The chart shows how asset classes and economic indicators have performed since the Great Recession. The S&P 500 is the big winner. Picture source: Goldman Sachs Global Investment Research
