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Latest MAC Monitor Commentary

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended December 1, 2023
Slower Eurozone inflation could allow for faster rate cuts, weighing on the euro; Long Treasury yields plummet as traders bring forward rate cut expectations; US and European stocks shine in November, further reducing portfolio risk.

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended November 24, 2023
Gilt yields soar after autumn statement; Pound benefits from higher-for-longer rates; Four-week equity winning streak helps reduce portfolio risk.

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended November 3, 2023
Surprise drop in Eurozone inflation could pave the way for lower rates; Dovish Fed weighs on the dollar; Biggest stock-bond rally in 12 months boosts portfolio risk.

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended October 27, 2023
Gilt curve un-inverts over recession concerns; BoJ intervention threat props up the yen; Non-USD government bonds benefit from lower cross-asset correlations.

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended October 20, 2023
Rising inflation expectations propel Treasury yields to 16-year highs; Euro credit risk premia widen amid economic growth concerns; Mostly positive cross-asset correlations leave little room for portfolio diversification.

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended October 6, 2023
Treasury curve inversion lessens after stronger-than-expected jobs growth; Strong oil price fluctuations raise portfolio risk

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended September 29, 2023
Bund curve inversion lessens over downward inflation surprise; Higher-for-longer rates lift dollar to 10-month high; Stronger FX fluctuations offset lower equity volatility, keeping portfolio risk stable.

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended September 22, 2023
Dollar and Treasury yields rise as rate setters up their monetary policy projections; Bank of England breaks hiking cycle after downward inflation surprise; Combined stock-bond sell-off boosts portfolio risk

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended September 15, 2023
Contracting UK economy sends Gilt yields tumbling; ECB hints that rates may have peaked…and the euro tanks; Portfolio risk falls as FX losses dampen equity gains.

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended September 8, 2023
Robust jobs and service sector data boost Treasury yields; Worsening Eurozone recession fears increase pressure on common currency; Portfolio risk falls slightly as stronger FX fluctuations offset lower equity volatility.

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended September 1, 2023
Weaker-than-expected economic data depress short Treasury yields; Persistent price pressures prop up the euro; Positive cross-asset correlations squeeze portfolio diversification.

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended August 25, 2023
European recession fears weigh on sovereign yields; Dollar continues to rise as investors brace for prolonged period of high rates; Stocks break losing streak, dampening portfolio risk.