Chart Library

A portfolio of equities can be diversified by adding strategies with low correlation between the assets....

In the 2-4% inflation zone, stocks and bonds had a positive correlation coefficient 67% of the time, posing a risk for the diversification goals of a 60/40 portfolio....

Given the wide range of economic uncertainties, investors should consider a more diversified asset allocation than 60/40....

Positive stock-bond correlation can negate potential diversification benefits, catching investors off-guard....

Historically, the relative performance of various asset classes has shifted from year to year. See when Managed Futures have performed....

Bonds might not be able to contribute to a portfolio as much as they have historically....

Modernizing the traditional 60/40 portfolio to a 60/20/20 portfolio may provide the opportunity to generate positive returns, while also potentially reducing drawdowns. ...

The style box has historically been an important guide when it comes to diversifying portfolios. However, we have seen a change in the investment landscape....

Investors now have access to a third dimension of strategies that have been used by institutions for decades. ...

Education

A characteristic of systematic macro is its ability to offer a differentiated return stream....

Adding low-correlating strategies to the mix can enhance diversification, while improving a portfolio’s overall risk/return profile....