Unrelenting inflation has exaggerated rate volatility
This week’s chart looks at daily yield changes on 2-year and 10-year Treasury yields as rate volatility in 2022 has dwarfed that of last year.
The Agg completes its worst-ever start to a year
Halfway through 2022, this week’s chart revisits the Agg’s monthly returns as expected rate volatility spikes.
Stock and bond volatility jump together
Volatility has escalated this year across stock and bond markets. This week’s chart looks at daily changes in the S&P 500 and the Agg.
Treasury and equity volatility reach recent peaks
Markets have been choppy and there could be more to come. This week’s chart looks at recent rises in expected equity and Treasury volatility.
Real yields rise to usher in new market dynamics?
After two years in negative territory, real yields are back to zero. Our chart looks at real yields impact on growth and value stocks.
Already vulnerable, the 60/40 appears deeply challenged
The 60/40 had its worst quarter since the pandemic started. Our chart looks at quarterly returns and why the coming quarters could remain volatile.