Browse Stacks: Analytics: Correlation: stocksbonds6040.jpg
Stock and bond markets have been extraordinarily quiet since February 2016 lows. How quiet? A 60/40 portfolio consisting of the S&P 500 and the Bloomberg Barclays Aggregate Bond Index has a 12-month standard deviation of (wait for it)… 2.2% ending October 2017. This is the lowest period of volatility since the inception of the aggregate bond index back to 1976.
No comments yet.