In a break from historical patterns, returns on large-cap U.S. stocks and U.S. Treasury bonds have been moving in opposite directions, according to an analysis by Factor Advisors, a New York-based asset management firm.
The negative correlation between the two asset classes is the strongest it’s been in 10 years of data, said Stuart Rosenthal, CEO of Factor Advisors. Historically there’s been negligible correlation between the two.
Register or login for access to this item and much more
All Bank Investment Consultant content is archived after seven days.
Community members receive:
- All recent and archived articles
- Conference offers and updates
- A full menu of enewsletter options
- Web seminars, white papers, ebooks
Already have an account? Log In
Don't have an account? Register for Free Unlimited Access