Asset Classes and Inflation Risks

Asset Classes and Inflation Risks Chart suggesting that major asset classes do not take inflation risks into account. Image: Arbor Research & Trading LLC

Asset Class Quilt of Total Returns

Asset Class Quilt of Total Returns This table shows that betting on last year’s winner rarely works out. Image: BofA Merrill Lynch Global Research

Asset Class and Sharpe Ratio Since 1990

Asset Class and Sharpe Ratio Since 1990 The sharpe ratio is a measure of risk-adjusted return. YTD, major asset classes have a positive and high sharpe ratio. Image: Arbor Research & Trading LLC

Asset Class Returns in YTD 2019

Asset Class Returns in YTD 2019 The S&P 500 Index, US Treasury bonds, gold and crude oil are all positive this year. This situation is quite rare. It never happened before, to have them all up double digits. Image: LPL Financial LLC

Returns Per Asset Class in YTD 2019

Returns Per Asset Class in YTD 2019 This chart shows what investors should have bought in 2019. Image: 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). Image: Arbor Research & Trading LLC

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. Image: Goldman Sachs Global Investment Research

Risk and Return by Asset Class

Risk and Return by Asset Class This interesting chart shows risk and return by asset class since 1970 and since 2009. Image: Fidelity Investments

Only 11% of Asset Classes Have Posted Negative Total Returns in 2019

Only 11% of Asset Classes Have Posted Negative Total Returns in 2019 The rally is back, but for how long? According to Deutsche Bank AG, 90% of 70 financial asset classes posted positive total returns. Data for 2019 are through April. Picture Source: The Wall Street Journal