Practical analysis for investment professionals

Fixed Income


Do Sentiment Metrics Matter to the Markets?

How much correlation is there between consumer and business sentiment metrics and market returns?

Do the Best Equity Fund Managers Follow the Bond Market?

A fund family's success with bond funds may not translate to the equity side of the ledger.

Is the 60/40 Portfolio Still Relevant?

How do portfolios with asset allocations of 100% equity, 100% bond, 60/40, and 80/20 in the US, UK, Italian, Swiss, and global markets perform over time?

Can Tracking Error Boost Index Funds’ After-Tax Returns?

Do index funds with lower tracking error have better or worse post-tax performance?

Equity and Bond Correlations: Higher Than Assumed?

What correlations should we trust? Those based on daily or monthly return data?

The Yen’s Downside Risk Persists Despite BOJ Shift

There is reason to be cautious about the nascent yen rally.

Top 10 Posts from 2022: Fama and French, Damodaran, the Equity Risk Premium
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In a wild year for markets and investing, what EI content most resonated with readers?

Managed Futures: A Risk-Off Solution?

If Treasuries no longer fulfill their traditional role, what other strategies or asset classes can enhance diversification and deliver consistent returns?