Search Results for: allocation

S&P 500 vs. S&P 500 Ex-Megacap Growth Mega-cap growth stocks have outperformed the rest of the S&P 500 so far this year. Image: Deutsche Bank Asset Allocation

S&P 500 Pure Value Relative to S&P 500 Pure Growth The value index relative to growth has fallen to a 20-year low. Image: Deutsche Bank Asset Allocation

Factor Indices (Long/Short) Returns Since March low, the losers have continued to lose. Image: Deutsche Bank Asset Allocation

G4 GDP Forecast Deutsche Bank expects G4 GDP levels to remain well below the pre-crisis trend. Image: Deutsche Bank Asset Allocation

S&P 500 Return Last of Month Based on MTD Bond-Equity Performance Historically, pension fund rebalancing into equities has had a mild impact on performance. Image: Deutsche Bank Asset Allocation

Cumulative Bond Flows Since 2009 Flows into high-yield funds had been out of favor in this cycle. Is this good news? Image: Deutsche Bank Asset Allocation

Consolidated Equity Positioning to the Lowest on Record Equities positioning are at their lowest level on record, as pessimistic investors price in recession risks. Image: Deutsche Bank Asset Allocation

S&P 500 Returns in Recessions since 1928 Currently, the S&P 500 is in the middle of the distribution of selloffs seen historically around previous recessions. Image: Deutsche Bank Asset Allocation

Liquidity and S&P 500 Liquidity in U.S. equity collapsed in early 2018 and remained at an extreme low. Lack of liquidity tends to lead to violent market moves. Image: Deutsche Bank Asset Allocation

Volatility – Number of Days with >3% S&P 500 Moves over a 15 Trading Day Window The S&P 500’s volatility is similar to the Great Financial Crisis and the Great Depression. Image: Deutsche Bank Asset Allocation

High Volatility Episodes and S&P 500 Outside of Recessions During high volatility episodes, the S&P 500 has taken four months to recover outside of recessions. Image: Deutsche Bank Asset Allocation