Risk & Return, and Sharpe Ratio

Risk & Return, and Sharpe Ratio This chart shows risk and return since 1970 and since the 2009 low, including the Sharpe ratio. Image: Fidelity Investments

Central Banks – Market Risk Trend and Economic Policy Trend

Central Banks – Market Risk Trend and Economic Policy Trend Chart suggesting that risk assets’ sensitivity to political risks has been neutralized by central banks’ QE and dovish monetary policy stance. Image: Image: BofA Global Research

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

Simple U.S. Risk Parity Strategy

Simple U.S. Risk Parity Strategy Risk parity strategies performed very well this year. Image: Goldman Sachs Global Investment Research

Equity Risk Indicator and S&P 500

Equity Risk Indicator and S&P 500 The equity risk indicator from Morgan Stanley is now in exuberant territory. Image: Morgan Stanley Research

Global Debt by Sector and Recession Risk

Global Debt by Sector and Recession Risk With global growth slowing, this chart suggests that the biggest recession risk is corporate deleveraging. Image: BofA Merrill Lynch Global Investment Strategy

U.S. Corporate Bond Market Risk

U.S. Corporate Bond Market Risk It is different this time. Since the 2008 regulations change, corporate bond market-risk-taking has moved from banks to investors in mutual funds. Image: Swedbank Research