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Qontigo Insight™ Q2 2023 Multi-Asset Risk Review

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September 13, 2023

After a short interlude of flight-to-safety flows, stock and bond markets are once more moving in the same direction, as the focus shifted back to persistent inflation and higher-for-longer central bank rates. The latter have been particularly supportive for the dollar, which has bounced back from its July lows. Meanwhile, credit spreads recovered from their peaks in early March on the back of rising share prices, making high yield bonds the best-performing fixed income asset class, both on an absolute and risk-adjusted basis. Furthermore, the current inverse interaction of credit risk premia and monetary policy expectations could make lower rated debt an attractive—though slightly counterintuitive—hedge against higher interest rates.

Join Christoph Schon in this webinar to hear how all this affects the risk of global multi-asset class portfolios.

Christoph Schon, CFA, CIPM
Senior Principal, Applied Research