Major Asset Classes

Performance & Risk Metrics of Major Asset Classes

  • In this section, you will find daily updated free performance- and risk metrics for various asset classes, presented in a variety of formats.
  • These tools can help you understand the characteristics of different investments and make informed investment decisions

This chart displays the yearly returns of various asset classes over the past 16 years, ranked from best to worst within the latest calendar year. The asset classes are color-coded to show which ones had positive returns and which ones had negative returns. This allows users to quickly compare the performance of different asset classes over time

This chart displays the current-year monthly returns of various asset classes, ranked from best to worst within the latest month, and includes the yearly performance for the past six calendar years. The asset classes are color-coded to show which ones had positive returns and which ones had negative returns. This allows users to quickly and easily compare the performance of different asset classes over time

This chart shows yearly returns for selected asset classes ranked from best to worst within each calendar year over the last 8-years.  The chart also allows you to instantly view which markets out- and under-performed other markets.

This charts the monthly returns of selected indices and ETFs, grouped by asset class (equities, interest rates, credit, foreign exchange, commodities and sectors), for the current calendar year and the yearly performance for the past six years.

This chart shows the yearly returns of selected indices and ETFs, grouped by asset class (equities, interest rates, credit, foreign exchange, commodities and sectors) for the past 16 years and the current  year.

This chart shows the cumulative week-to-date performance of selected indices and exchange-traded funds (ETFs), grouped by asset class (equities, interest rates, credit, foreign exchange, commodities, and sectors) and sorted by performance (from best to worst) over the selected period. It allows users to easily compare the performance of different asset classes and individual assets over a short time frame.

This chart shows the cumulative month-to-date performance of selected indices and exchange-traded funds (ETFs), grouped by asset class (equities, interest rates, credit, foreign exchange, commodities, and sectors) and sorted by performance (from best to worst) over the selected period. It allows users to easily compare the performance of different asset classes and individual assets over a short time frame.

This chart shows the cumulative quarter-to-date performance of selected indices and exchange-traded funds (ETFs), grouped by asset class (equities, interest rates, credit, foreign exchange, commodities, and sectors) and sorted by performance (from best to worst) over the selected period. It allows users to easily compare the performance of different asset classes and individual assets over a short time frame.

This chart shows the cumulative year-to-date performance of selected indices and exchange-traded funds (ETFs), grouped by asset class (equities, interest rates, credit, foreign exchange, commodities, and sectors) and sorted by performance (from best to worst) over the selected period. It allows users to easily compare the performance of different asset classes and individual assets over a short time frame.

This chart shows the annualized three-year performance of selected indices and exchange-traded funds (ETFs), grouped by asset class (equities, interest rates, credit, foreign exchange, commodities, and sectors) and sorted by performance (from best to worst) over the selected period. It allows users to easily compare the performance of different asset classes and individual assets over a short time frame.

This chart shows the annualized five-year performance of selected indices and exchange-traded funds (ETFs), grouped by asset class (equities, interest rates, credit, foreign exchange, commodities, and sectors) and sorted by performance (from best to worst) over the selected period. It allows users to easily compare the performance of different asset classes and individual assets over a short time frame.

Volatility and Drawdowns of Major Asset Classes

This chart shows the current, average, and annual volatility of selected indices and exchange-traded funds (ETFs), grouped by asset class (equities, interest rates, credit, foreign exchange, commodities, and sectors) since data availability. It allows for a comparison of the volatility of these assets over time.

This chart shows the maximum drawdown of each calendar year of selected indices and exchange-traded funds (ETFs), grouped by asset class (equities, interest rates, credit, foreign exchange, commodities, and sectors) since data availability. It allows for a comparison of risk of these assets over time.

This chart shows the annual volatility of various asset classes, including equities, interest rates, credit, foreign exchange, commodities, and sectors, over the past eight years. The asset classes are ranked from highest to lowest volatility within each calendar year, allowing users to quickly compare the risk levels of different markets.

U.S. Indices & S&P Sectors

U.S. Indices Performance

This chart allows you to compare the performance of various asset classes, including equities, interest rates, credit, foreign exchange, commodities, and sectors, over various time frames. You can view the week-to-date, month-to-date, quarter-to-date, year-to-date, and annualized 3- and 5-year performance of these asset classes, which are sorted from the highest to lowest performance within each view. This enables you to quickly and easily assess the relative performance of different markets over different periods of time.

This chart shows the Dow Jones Industrial Average calendar returns since data availability, including the average return of positive and negative calendar returns. It allows users to see the performance of the Dow Jones index over time, and to compare the average returns of up and down market periods.

This chart shows the S&P 500 calendar returns since data availability, including the average return of positive and negative calendar returns. It allows users to see the performance of the S&P 500 index over time, and to compare the average returns of up and down market periods.

This chart shows the Nasdaq calendar returns since data availability, including the average return of positive and negative calendar returns. It allows users to see the performance of the Nasdaq index over time, and to compare the average returns of up and down market periods.

Trends & Overbought/Oversold Analysis of Major U.S. Indices

This chart offers a detailed overview of the performance of U.S. indices, providing a comprehensive and convenient analysis of current market trends. Our trend charts give you a clear visual representation of each indices’ performance over the past year, highlighting overbought and oversold levels, as well as the asset class’ price and relevant moving averages.

Relative Strength of Major U.S. Indices vs. the S&P 500

The chart provides a clear visual representation of how the major U.S. indices have been performing in relation to the S&P 500 over the past year. Additionally, we include the 50-day Exponential Moving Average (EMA) as an additional reference point. A rising line on the chart indicates that the indexed market is outperforming the S&P 500 while a falling line shows underperformance in relation to the S&P 500. This information can help you make informed investment decisions by giving you an up-to-date analysis of the market trends. With our relative strength chart, you will be able to track the performance of major U.S. indices and make strategic investment choices that align with the current market conditions.

Average Correlation of Major U.S. Indices

The chart shows a clear visual representation of the average correlation between the major U.S. indices over a rolling 30 day period using the exponentially weighted moving average (EWMA) method. The correlation coefficient ranges from -1 to 1, where a value of 1 indicates perfect positive correlation, a value of -1 indicates perfect negative correlation and a value of 0 indicates no correlation. You can also use the correlation information to adjust your investment strategy, for instance in times of low correlation you can take more risk as the different indices are not likely to move in the same direction, vice versa in times of high correlation you may want to consider taking less risk as the different indices are more likely to move in the same direction.

U.S. Indices Drawdowns and Percentage of Trading Days Above/Below 2 %

This chart shows the drawdowns from closing highs for selected U.S. indices (Dow Jones Industrial Average, S&P 500, S&P 500 Equal Weighted, Russell 2000, REIT, and Nasdaq) since data availability. It allows users to compare the risk of these assets over time, and to see how they have fluctuated in relation to their closing highs.

This chart shows the percentage of trading days on which selected U.S. indices (Dow Jones Industrial Average, S&P 500, S&P 500 Equal Weighted, Russell 2000, REIT, and Nasdaq) closed above or below +/-2% since 2003. It allows users to compare the risk of these assets over time, and to see how frequently they experienced significant changes in value.

U.S. Sectors Performance

This chart shows you the performance of major U.S. sectors over various time frames. You can view the week-to-date, month-to-date, quarter-to-date, year-to-date, and annualized 3- and 5-year performance of these asset classes, which are sorted from the highest to lowest performance within each view. This enables you to quickly and easily assess the relative performance of different sectors over different periods of time.

This chart shows the calendar returns of major U.S. sectors since data availability. It allows users to see how the sectors have performed over time, and to compare their returns to one another. The chart provides a clear view of sector performance, making it a valuable tool for investors and analysts.

This chart shows the yearly returns of major U.S. sectors over the past 8 years, ranked from best to worst performance within each calendar year. The chart also enables you to quickly compare the performance of different sectors and see which ones outperformed or underperformed others.

Trends & Overbought/Oversold Analysis of Major U.S. Sectors

This chart offers a detailed overview of the performance of U.S. sectors, providing a comprehensive and convenient analysis of current market trends. Our trend charts give you a clear visual representation of each sectors’ performance over the past year, highlighting overbought and oversold levels, as well as the sectors’ price and relevant moving averages.

Relative Strength of Major U.S. Sectors vs. the S&P 500

The chart provides a clear visual representation of how the major U.S. sectors have been performing in relation to the S&P 500 over the past year. Additionally, we include the 50-day Exponential Moving Average (EMA) as an additional reference point. A rising line on the chart indicates that the indexed market is outperforming the S&P 500 while a falling line shows underperformance in relation to the S&P 500. This information can help you make informed investment decisions by giving you an up-to-date analysis of the market trends. With our relative strength chart, you will be able to track the performance of major U.S. sectors and make strategic investment choices that align with the current market conditions.

Average Correlation of Major U.S. Sectors

The chart shows a clear visual representation of the average correlation between the major U.S. sectors over a rolling 30 day period using the exponentially weighted moving average (EWMA) method. The correlation coefficient ranges from -1 to 1, where a value of 1 indicates perfect positive correlation, a value of -1 indicates perfect negative correlation and a value of 0 indicates no correlation. You can also use the correlation information to adjust your investment strategy, for instance in times of low correlation you can take more risk as the different sectors are not likely to move in the same direction, vice versa in times of high correlation you may want to consider taking less risk as the different sectors are more likely to move in the same direction.

U.S. Sectors Drawdowns and Percentage of Trading Days Above/Below 2 %

This chart illustrates the drawdowns, or declines from previous highs, for major U.S. sectors and the S&P 500 since data has been available. The chart allows users to compare the risk profiles of these markets over time, and to see how they have fluctuated relative to their closing highs.

This chart displays the percentage of trading days on which U.S. sectors and the S&P 500 closed more than 2% above or below their previous closing price, since data has been available. The chart enables users to compare the risk profiles of these markets over time, and to see how frequently they experienced significant price changes.

Credit | Rates | Commodities | FX

To-Date Performance

This chart presents the performance of major credit exchange-traded-funds (ETFs) over various time frames, including week-to-date, month-to-date, quarter-to-date, year-to-date, and annualized 3- and 5-year periods. The credit ETFs featured in the chart include AGG (aggregate bonds), HYG (high yield bonds), LQD (investment grade bonds), and BND (total bonds). The chart allows you to easily compare the performance of different credit ETFs and assess their relative performance over different time periods, with the ETFs sorted from highest to lowest performance within each view.

This chart displays the performance of interest rate sensitive bond exchange-traded-funds (ETFs) over various time frames, including week-to-date, month-to-date, quarter-to-date, year-to-date, and annualized 3- and 5-year periods. The bond ETFs featured in the chart include TIPS (inflation protected bonds), SHY, IEI, IEF, THL, and THT (U.S. government bonds with maturities ranging from 1 to 20+ years). The chart enables you to easily compare the performance of different government bond ETFs and assess their relative performance over different time periods, with the ETFs sorted from highest to lowest performance within each view.

This chart displays the performance of different commodity exchange-traded-funds (ETFs) over various time frames, including week-to-date, month-to-date, quarter-to-date, year-to-date, and annualized 3- and 5-year periods. The commodity ETFs featured in the chart include GLD (gold), SLV (silver) and the DBC (broad commodities). The chart enables you to easily compare the performance of different commodity ETFs and assess their relative performance over different time periods, with the ETFs sorted from highest to lowest performance within each view.

This chart presents the performance of various exchange rates over different time frames, including week-to-date, month-to-date, quarter-to-date, year-to-date, and annualized 3- and 5-year periods. The exchange rates featured in the chart include the USD, GBP, JPY, and DXY. The chart allows you to easily compare the performance of different exchange rates and assess their relative performance over different time periods, with the exchange rates sorted from highest to lowest performance within each view.

Trends & Overbought/Oversold Analysis

This chart offers a detailed overview of the performance of various credit, rates, commodities and fx markets, providing a comprehensive and convenient analysis of current market trends. Our trend charts give you a clear visual representation of each asset class’ performance over the past year, highlighting overbought and oversold levels, as well as the sectors’ price and relevant moving averages.

Relative Strength of Major Credit, Rates, Commodities & FX Markets

The chart provides a clear visual representation of how the major credit, rates, commodities and fx markets have been performing in relation to the S&P 500 over the past year. Additionally, we include the 50-day Exponential Moving Average (EMA) as an additional reference point. A rising line on the chart indicates that the indexed market is outperforming the S&P 500 while a falling line shows underperformance in relation to the S&P 500. This information can help you make informed investment decisions by giving you an up-to-date analysis of the market trends. With our relative strength chart, you will be able to track the performance of major markets and make strategic investment choices that align with the current market conditions.

Average Correlation of Major Credit, Rates, Commodities & FX Markets

The chart shows a clear visual representation of the average correlation of credit, rates, commodities and fx markets over a rolling 30 day period using the exponentially weighted moving average (EWMA) method. The correlation coefficient ranges from -1 to 1, where a value of 1 indicates perfect positive correlation, a value of -1 indicates perfect negative correlation and a value of 0 indicates no correlation. You can also use the correlation information to adjust your investment strategy, for instance in times of low correlation you can take more risk as the different assets are not likely to move in the same direction, vice versa in times of high correlation you may want to consider taking less risk as the different assets are more likely to move in the same direction.

Drawdowns from Closing Highs in %

This chart illustrates the drawdowns, or declines from previous highs, for selected credit-related exchange-traded-funds (ETFs) since data has been available. The credit-related ETFs featured in the chart include AGG (aggregate bonds), BDNX (international bonds), LQD (investment grade bonds), and BND (total bonds). The chart allows users to compare the risk profiles of these assets over time, and to see how they have fluctuated relative to their closing high.

This chart illustrates the drawdowns, or declines from previous highs, for selected bond and interest rate sensitivity exchange-traded-funds (ETFs) since data has been available. The bond ETFs featured in the chart include TIPS (inflation protected bonds), SHY, IEI, IEF, THL, and THT (U.S. government bonds with maturities ranging from 1 to 20+ years). The chart allows users to compare the risk profiles of these assets over time, and to see how they have fluctuated relative to their closing high.

This chart illustrates the drawdowns, or declines from previous highs, for selected commodity related exchange-traded-funds (ETFs) since data has been available. The commodity ETFs featured in the chart include GLD (gold), SLV (silver) and the DBC (broad commodities). The chart allows users to compare the risk profiles of these assets over time, and to see how they have fluctuated relative to their closing high.

This chart illustrates the drawdowns, or declines from previous all-time highs, for selected exchange rates since data has been available. The exchange rates featured in the chart include the USD, GBP, JPY, and DXY. The chart allows users to compare the risk profiles of these exchange rates over time, and to see how they have fluctuated relative to their closing high.

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