The Performance of “Deflation Asset” vs. “Inflation Assets”

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

Foreign Bank Assets and Loans in China

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

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

Central Bank Asset Purchases Coming Back

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

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

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 2009

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