Tag Archives: managed volatility

S&P Risk Parity Indices Surge on the Back of a Rally in Treasuries

Expectations have diverged in 2019, as equity markets welcomed a dovish Fed, while the bond market exhibited pessimism. In the second quarter, the S&P 500® finished up 4.3% despite ongoing trade tensions, while the yield on the 10-Year U.S. Treasury Bond fell 40 bps to 2.0% and the U.S. Treasury curve remained inverted. The S&P Read more […]

Synchronized Gains Push the S&P Risk Parity Indices to New Highs

The first quarter of 2019 was one of synchronized gains across stocks, bonds, and commodities. Stocks soared, with the S&P 500® up 13.6%, recording its largest first quarter gain since 1998. Amid a dovish tone from the Fed, U.S. Treasury yields declined, with the yield on the 10-year U.S. Treasury Bond falling to its lowest Read more […]

Q4 2018 Performance Review for the S&P Risk Parity Indices

As the ball dropped this New Year’s Eve, most investors were more than happy to bid adieu to what proved to be a volatile end to 2018. The fourth quarter began with the October sell-off, which was just the start of a highly volatile quarter. The S&P 500® fell almost 7% in October alone, with Read more […]