Search Results for: TIPS

5-Year TIPS Yield (U.S. Real Rates) vs. Gold Generally, when the U.S. 5-year TIPS yield goes down, gold tends to up. Image: The Daily Shot

Correlation of VIX with U.S. 10-Year TIPS Yields The correlation of the VIX with U.S. 10-year TIPS yields has turned negative, as it was during the dot-com bubble burst, the Great Financial Crisis, the European debt crisis,… Image: Goldman Sachs Global Investment Research

Break-Even Inflation Rate On 10-Year TIPS and Fed Rate Cut (Hike) If inflation expectations continue to fall or remain low, the Fed could probably cut rates further. Image: Gavekal

When Treasury Inflation-Protected Securities (TIPS) Outperform? The chart shows that Treasury Inflation-Protected Securities (TIPS) usually outperform regular Treasuries when the 10-year breakeven inflation rate is below 2%. The 10-year breakeven inflation rate is a market-based measure of expected inflation over the next 10 years. Image: Movement Capital LLC

Gold Price vs. Other Assets You have to go all the way back to 1980 to find a time when gold looked this pricey against other assets. The question now is whether the metal cools while everything else catches up. Image: Bloomberg

Flows – Fixed-Income Assets Flows into Treasury-Inflation Protected Securities (TIPS) funds have been very strong, as they offer investors protection against rising inflation. Image: BofA Global Research

Greatest Annual Flows Biggest inflows into TIPS and financials this year, as the Fed lets the U.S. economy run hot. Image: BofA Global Investment Strategy

Deflation Assets vs. Inflation Assets Is the 40-year bull market in bonds over? Deflation Assets: government bonds, U.S. investment grade, S&P 500, U.S. consumer discretionary, growth and US high yield.Inflation Assets: TIPS, EAFE, U.S. banks, value and cash. Image: BofA Global Investment Strategy

U.S. 10-Year Real Yields – Year-to-Date Changes Since 1998 U.S. 10-year real yields (TIPS) hit all-time low and are falling at their fastest pace on record. Image: Arbor Research & Trading LLC

Inflation Assets vs. Deflation Assets The leadership remains deflationary, and the laggards remain inflationary. Deflation assets: government bonds, U.S. investment grade, S&P 500, U.S. consumer discretionary, growth and US high yield. Inflation assets: TIPS, EAFE, U.S. banks, value and cash. Image: BofA Global Investment Strategy

The Performance of “Deflation Assets” vs. “Inflation Assets” Interesting chart showing the performance of “Deflation Asset” vs. “Inflation Assets” since 1960. “Deflation Assets”: 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 Image: BofA Merrill Lynch